The associativity rule in pathwise functional It\^o calculus
classification
🧮 math.PR
math.FA
keywords
associativityintegraldifferentialfunctionalpathwisecalculuscancellationcomputation
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In this paper we establish the associativity property of the pathwise It\^o integral in a functional setting for continuous integrators. Here, associativity refers to the computation of the It\^o differential of an It\^o integral, by means of the intuitive cancellation of the It\^o differential and integral signs.
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