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Gaussian and non-Gaussian processes of zero power variation
This paper considers the class of stochastic processes $X$ which are Volterra convolutions of a martingale $M$. When $M$ is Brownian motion, $X$ is Gaussian, and the... -
Generalized covariation for Banach space valued processes, Itô formula and ap...
International audience -
The covariation for Banach space valued processes and applications
International audience
