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.
24 pages
arXiv:2412.18345
We define Bregman variation of semimartingales. We give its pathwise representation, Itô-type isometry for martingales, and applications to harmonic analysis.
24 pages