Elements of Stochastic Calculus via Regularisation

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dc.creatorRusso, Francesco
dc.creatorVallois, Pierre
dc.date2006-03-09
dc.date.accessioned2026-07-07T07:06:43Z
dc.date.available2026-07-07T07:06:43Z
dc.descriptionThis paper first summarizes the foundations of stochastic calculus via regularization and constructs through this procedure Itô and Stratonovich integrals. In the second part, a survey and new results are presented in relation with finite quadratic variation processes, Dirichlet and weak Dirichlet processes.
dc.description39 pages. First version. Preprint LAGA-Paris 13 2004-28. To appear: Séminaire de Probabilités
dc.identifierhttps://arxiv.org/abs/math/0603224
dc.identifierhttp://arxiv.org/abs/math/0603224
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/110129
dc.subjectProbability
dc.subject60H05; 60G44; 60G48
dc.titleElements of Stochastic Calculus via Regularisation
dc.typetext

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