2021/05/18 by Yuki Hirai, Hirai, Yuki
Mathematics · Physics and Astronomy · #28B99 ((Secondary) #60H05 #60H99 (Primary) 26A99 #Advanced Differential Geometry Research #FOS: Mathematics #Navier-Stokes equation solutions #Numerical methods for differential equations #Probability (math.PR)
paper · pdf · doi:10.48550/arxiv.2105.08262
openalex publication_date 2021/05/18 · openalex created_date 2021/05/24 · openalex updated_date 2026/07/28
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 C1-type transformation formula for quadratic variations. We also investigate relations between tensor and scalar quadratic variations.