Purely pathwise probability-free Ito integral
نویسندگان
چکیده
منابع مشابه
Purely pathwise probability-free Itô integral∗
This paper gives a simple construction of the pathwise Itô integral ∫ t 0 φ dω for an integrand φ and an integrator ω satisfying various topological and analytical conditions. The definition is purely pathwise in that neither φ nor ω are assumed to be paths of processes, and the Itô integral exists almost surely in a non-probabilistic finance-theoretic sense. For example, one of the results sho...
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‘On a donc fait un hypothèse, et cette hypothèse a été appelée loi des erreurs. Elle ne s’obtient pas des déductions rigoreuses . . . “Tout le monde y croit cependent,” me disait un jour M Lippman, “car les expérimenteurs s’imaginent que c’est un théorems de mathématiques, et les mathématiciens que c’est un fait expérimental”, H Poincaré, Calcul des Probabilités, Paris: Gauthier-Villars 1896 an...
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ژورنال
عنوان ژورنال: Matematychni Studii
سال: 2016
ISSN: 1027-4634
DOI: 10.15330/ms.46.1.96-110