13 citations · 16 across the 4 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.PR2018★ 13 cited
On pathwise quadratic variation for cadlag functions
Henry Chiu, Rama Cont
We revisit H. Foellmer's concept of quadratic variation of a cadlag function along a sequence of time partitions and discuss its relation with the Skorokhod topology. We show that…