Narrow search
Showing 1 - 2 of 2
Cover Image
High-frequency asymptotics for path-dependent functionals of Itô semimartingales
Duembgen, Moritz; Podolskij, Mark - In: Stochastic Processes and their Applications 125 (2015) 4, pp. 1195-1217
The estimation of local characteristics of Itô semimartingales has received a great deal of attention in both academia …
Persistent link: https://www.econbiz.de/10011194136
Cover Image
On truncated variation, upward truncated variation and downward truncated variation for diffusions
Łochowski, Rafał M.; Miłoś, Piotr - In: Stochastic Processes and their Applications 123 (2013) 2, pp. 446-474
finite. This is appealing to the stochastic analysis where so-far large classes of processes, like semimartingales or …
Persistent link: https://www.econbiz.de/10011064921