-
On the Importance of the Levy Area for Studying the Limits of Functions of Co...
Two concrete examples show us that the convergence of a family of stochastic processes "as controls", i.e. as integrators of SDEs or differential forms, may require... -
Optimization of joint p-variations of Brownian semimartingales
We study the optimization of the joint $(p^Y,p^Z)-$variations of two continuous semimartingales $(Y,Z)$ driven by the same Itô process $X$. The $p$-variations are...
