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arXiv · 2412.18345

Bregman variation of semimartingales

Krzysztof Bogdan·Dominik Kutek·Katarzyna Pietruska-Pałuba
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Abstract

We define Bregman variation of semimartingales. We give its pathwise representation, It\^o-type isometry for martingales, and applications to harmonic analysis.

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Krzysztof Bogdan, Dominik Kutek, Katarzyna Pietruska-Pałuba. 2024-12-24. Bregman variation of semimartingales. https://arxiv.org/abs/2412.18345

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