Elements of Stochastic Calculus via Regularisation
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🧮 math.PR
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calculusdirichletprocessesstochasticconstructselementsfinitefirst
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This paper first summarizes the foundations of stochastic calculus via regularization and constructs through this procedure It\^o and Stratonovich integrals. In the second part, a survey and new results are presented in relation with finite quadratic variation processes, Dirichlet and weak Dirichlet processes.
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