n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes

Stochastic Processes and their Applications

Volumn 104, Issue 2, 2003, Pages 259-299

  Errami, Mohammed ^a   Russo, Francesco ^a  

^a UNIVERSITÉ PARIS 13   (France)

Author keywords

Finite cubic variation process; Hu Meyer formula; Martingale convolutions; n covariation; Stochastic differential equation; Symmetric integral; Weak Dirichlet process

Indexed keywords

EID: 0037398307     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(02)00238-7     Document Type: Article

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