Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes

Zhe Chen, Lasse Leskelä, Lauri Viitasaari

In this article we study the existence of pathwise Stieltjes integrals of the form $\int f(X_t)d{Y}_t$ for nonrandom, possibly discontinuous, evaluation functions $f$ and Hölder c…