Girolami, Cristina Di; Fabbri, Giorgio; Russo, Francesco - Centre d'Études des Politiques Économiques (EPEE), … - 2013
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...