ヒライ　ユウキ   Yuki Hirai   平井　祐紀    所属   追手門学院大学  理工学部 数理・データサイエンス学科    職種   助教
発行・発表の年月	2021/05/18
形態種別	論文
標題	Itô--Föllmer Calculus in Banach Spaces II: Transformations of Quadratic Variations
執筆形態	単著
著者・共著者	Yuki Hirai
概要	In this paper, we study properties of quadratic variations of c\`{a}dl\`{a}g paths within the framework of the It\^{o}--F\"{o}llmer calculus in Banach spaces. We prove a generalized $C^1$-transformation formula for quadratic variations. We also investigate relations between tensor and scalar quadratic variations.
arXiv ID	arXiv:2105.08262
PermalinkURL	http://arxiv.org/abs/2105.08262v2
researchmap用URL	http://arxiv.org/pdf/2105.08262v2