Bregman variation of semimartingales
arXiv:2412.18345
Abstract
We define Bregman variation of semimartingales. We give its pathwise representation, Itô-type isometry for martingales, and applications to harmonic analysis.
arXiv comment27 pages. Accepted for publication in Electronic Journal of Probability. DOI: 10.1214/26-EJP1616