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This article focuses on a recent concept of covariation for processes taking values in a separable Banach space <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$B$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>B</mi> </math> </EquationSource> </InlineEquation> and a corresponding quadratic variation. The latter is more general than the classical one of Métivier and Pellaumail. Those notions are associated with some subspace <InlineEquation ID="IEq2"> <EquationSource...</equationsource></inlineequation></equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010995118
This article focuses on a new concept of quadratic variation for processes taking values in a Banach space B and a corresponding covariation. This is more general than the classical one of Métivier and Pellaumail. Those notions are associated with some subspace ? of the dual of the projective...
Persistent link: https://www.econbiz.de/10010640911