Bregman variation of semimartingales
Fuente:
arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866909440306839552 |
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| author | Bogdan, Krzysztof Kutek, Dominik Pietruska-Pałuba, Katarzyna |
| author_facet | Bogdan, Krzysztof Kutek, Dominik Pietruska-Pałuba, Katarzyna |
| contents | We define Bregman variation of semimartingales. We give its pathwise representation, Itô-type isometry for martingales, and applications to harmonic analysis. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_18345 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Bregman variation of semimartingales Bogdan, Krzysztof Kutek, Dominik Pietruska-Pałuba, Katarzyna Probability 60H05, 60G44, 60H30 We define Bregman variation of semimartingales. We give its pathwise representation, Itô-type isometry for martingales, and applications to harmonic analysis. |
| title | Bregman variation of semimartingales |
| topic | Probability 60H05, 60G44, 60H30 |
| url | https://arxiv.org/abs/2412.18345 |