Abstract
This article introduces the notion of global quadratic variation which is based on a notion weaker than the usual tensor topology appearing in the literature of stochastic processes in Banach separable spaces. It is based on convergence in the weak-star topology of approximating sequences. This calculus pursues in the infinite dimensional space the stochastic calculus via regularization introduced by Russo and Vallois for real valued processes and developed in Banach space by Di Girolami and Russo. This article in particular focuses on the relation with classical calculus in order to compare our global quadratic variation with the classical existing notions of quadratic variations in the literature.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
