653 citations · 2.9k across the 53 of their papers we have counts for
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math.PR2019
Causal functional calculus
Henry Chiu, Rama Cont
We construct a new topology on the space of stopped paths and introduce a calculus for causal functionals on generic domains of this space. We propose a generic approach to pathwis…
math.PR2019
Quadratic variation and quadratic roughness
Rama Cont, Purba Das
We study the concept of quadratic variation of a continuous path along a sequence of partitions and its dependence with respect to the choice of the partition sequence. We define t…