List questions from quadratic-variation

Published on 15 Jun 2021 - 5:21

36

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What is the relationship between local differentiability and quadratic variation?

Published on 02 Jul 2021 - 7:14

441

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A function with cubic variation

Published on 23 Feb 2026 - 4:43

423

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Understanding total, quadratic, and $\Phi$ variation of functions

Published on 02 Aug 2021 - 4:50

186

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Cross Variation of Ito Integral with $L^2$ bounded continuous martingale

Published on 29 Aug 2021 - 10:09

71

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How can I get the integral process with its quadratic variation?

Published on 20 Nov 2021 - 9:40

65

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Clarification on bounded variation of the terms in the Ito's formula as per Ikeda and Watanabe's book

Published on 05 Dec 2021 - 7:44

92

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About the formula for the quadratic variation of Brownian motion

Published on 10 Dec 2021 - 3:53

451

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Quadratic variation and measure change

Published on 04 Jan 2022 - 5:33

254

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Proof of the Kunita-Watanabe Identity

Published on 16 Feb 2022 - 15:07

188

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Expectation of Quadratic variation of Brownian motion

Published on 10 Apr 2022 - 17:24

31

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$\mathbb{E}[(\int_{0}^{t} V_s^2: d\langle M^{c}\rangle_{s})^{\frac{1}{2}}]<\infty$ implies $N_t:= \int_0^t V_s \cdot d M_{s}^{c}$ is a martingale.

Published on 16 Apr 2022 - 12:18

205

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Relation between supremum of quadratic variation expectation with expectation of supremum of martingale

Published on 23 Feb 2026 - 20:43

161

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Quadratic variation of linear combination of two processes

Published on 11 Jun 2022 - 23:26

231

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chapter 1 ex 4.22 from Brownian motion, martingales, and stochastic calculus by Jean-Francois Le Gall

Published on 04 Jul 2022 - 10:35

List Question

Differential in Ito's formula and little o notation

What is the relationship between local differentiability and quadratic variation?

A function with cubic variation

Understanding total, quadratic, and $\Phi$ variation of functions

Cross Variation of Ito Integral with $L^2$ bounded continuous martingale

How can I get the integral process with its quadratic variation?

Clarification on bounded variation of the terms in the Ito's formula as per Ikeda and Watanabe's book

About the formula for the quadratic variation of Brownian motion

Quadratic variation and measure change

Proof of the Kunita-Watanabe Identity

Expectation of Quadratic variation of Brownian motion

$\mathbb{E}[(\int_{0}^{t} V_s^2: d\langle M^{c}\rangle_{s})^{\frac{1}{2}}]<\infty$ implies $N_t:= \int_0^t V_s \cdot d M_{s}^{c}$ is a martingale.

Relation between supremum of quadratic variation expectation with expectation of supremum of martingale

Quadratic variation of linear combination of two processes

chapter 1 ex 4.22 from Brownian motion, martingales, and stochastic calculus by Jean-Francois Le Gall

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