1 citations · 2 across the 2 of their papers we have counts for
2 papers
math.PR2021★ 1 cited
Itô--Föllmer Calculus in Banach Spaces II: Transformations of Quadratic Variations
Yuki Hirai
In this paper, we study properties of quadratic variations of càdlàg paths within the framework of the Itô--Föllmer calculus in Banach spaces. We prove a -type transformation…
math.PR2017★ 1 cited
Remarks on Föllmer's pathwise Itô calculus
Yuki Hirai
We extend some results about Föllmer's pathwise Itô calculus that have only been derived for continuous paths to càdlàg paths with quadratic variation. We study some fundamental pr…