Gaussian and non-Gaussian processes of zero power variation, and related stochastic calculus

Francesco Russo, Frederi Viens

We consider a class of stochastic processes $X$ defined by $X\left(t\right)={\int }_0^{T}G\left(t,s\right)dM\left(s\right)$ for $t\in [0,T]$, where $M$ is a square-integr…