1 citations · 1 across the 5 of their papers we have counts for
5 papers
Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
Andrea Cosso, Cristina Di Girolami, Francesco Russo
The paper reminds the basic ideas of stochastic calculus via regularizations in Banach spaces and its applications to the study of strict solutions of Kolmogorov path dependent equ…
The covariation for Banach space valued processes and applications
Cristina Di Girolami, Giorgio Fabbri, Francesco Russo
This article focuses on a new concept of quadratic variation for processes taking values in a Banach space and a corresponding covariation. This is more general than the classi…
On stochastic calculus related to financial assets without semimartingales
Rosanna Coviello, Cristina Di Girolami, Francesco Russo
This paper does not suppose a priori that the evolution of the price of a financial asset is a semimartingale. Since possible strategies of investors are self-financing, previous p…
Generalized covariation for Banach space valued processes, Itô formula and applications
Cristina Di Girolami, Francesco Russo
This paper discusses a new notion of quadratic variation and covariation for Banach space valued processes (not necessarily semimartingales) and related Itô formula. If $\X$ and $\…
Clark-Ocone type formula for non-semimartingales with finite quadratic variation
Cristina Di Girolami, Francesco Russo
We provide a suitable framework for the concept of finite quadratic variation for processes with values in a separable Banach space using the language of stochastic calculus vi…