Abstract
We now come to one of the key objects in stochastic analysis, and what fundamentally distinguishes the theory from classical calculus. This is the notion of the quadratic variation of a process.
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Cohen, S.N., Elliott, R.J. (2015). Quadratic Variation and Semimartingales. In: Stochastic Calculus and Applications. Probability and Its Applications. Birkhäuser, New York, NY. https://doi.org/10.1007/978-1-4939-2867-5_11
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DOI: https://doi.org/10.1007/978-1-4939-2867-5_11
Publisher Name: Birkhäuser, New York, NY
Print ISBN: 978-1-4939-2866-8
Online ISBN: 978-1-4939-2867-5
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