Quadratic variation for cylindrical martingale-valued measures

dc.creatorCambronero, Santiago
dc.creatorCampos Fernández, José David
dc.creatorFonseca Mora, Christian Andrés
dc.creatorMena Arias, Darío Alberto
dc.date.accessioned2023-09-08T19:54:11Z
dc.date.available2023-09-08T19:54:11Z
dc.date.issued2023
dc.description.abstractThis article focuses in the definition of a quadratic variation for cylindrical orthogonal martingale-valued measures defined on Banach spaces. Sufficient and necessary conditions for the existence of such a quadratic variation are provided. Moreover, several properties of the quadratic variation are explored, as the existence of a quadratic variation operator. Our results are illustrated with numerous examples and in the case of a separable Hilbert space, we delve into the relationship between our definition of quadratic variation and the intensity measures defined by Walsh (1986) for orthogonal martingale measures with values in separable Hilbert spaces. We finalize with a construction of a quadratic covariation and we explore some of its properties.es_ES
dc.description.procedenceUCR::Vicerrectoría de Investigación::Unidades de Investigación::Ciencias Básicas::Centro de Investigaciones en Matemáticas Puras y Aplicadas (CIMPA)es_ES
dc.description.sponsorshipUniversidad de Costa Rica/[821-C3-019]/UCR/Costa Ricaes_ES
dc.identifier.citationhttps://arxiv.org/abs/2308.10374es_ES
dc.identifier.codproyecto821-C3-019
dc.identifier.doi10.48550/arXiv.2308.10374
dc.identifier.urihttps://hdl.handle.net/10669/89953
dc.language.isoenges_ES
dc.rightsacceso abierto
dc.sourceArXives_ES
dc.subjectMATHEMATICSes_ES
dc.subjectALGEBRAes_ES
dc.subjectVECTOR MEASURESes_ES
dc.subjectQUADRATIC VARIATIONes_ES
dc.titleQuadratic variation for cylindrical martingale-valued measureses_ES
dc.typeartículo preliminares_ES

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