2014/01/19 by Zhe Chen, Lauri Viitasaari, Chen, Zhe +1
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60G15 #60H05 #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Numerical methods in inverse problems #Probability (math.PR) #Stochastic processes and financial applications #math.PR #msc:60G15 #msc:60H05
paper · pdf · doi:10.48550/arxiv.1401.4722
This paper has been withdrawn by the author due to a false argument in the proof of Theorem 3.1
openalex publication_date 2014/01/19 · arxiv created 2014/11/23 · arxiv updated 2014/11/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this article we study existence of pathwise stochastic integrals with respect to a general class of n-dimensional Gaussian processes and a wide class of adapted integrands. More precisely, we study integrands which are functions that are of locally bounded variation with respect to all variables. Moreover, multidimensional Itô formula is derived.