Abstract
In the previous chapter, we had obtained a pathwise formula for the quadratic variation of a martingale. We will show in this chapter that the same formula yields the quadratic variation of a semimartingale. We will also obtain a pathwise formula for the stochastic integral.
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Karandikar, R.L., Rao, B.V. (2018). Pathwise Formula for the Stochastic Integral. In: Introduction to Stochastic Calculus. Indian Statistical Institute Series. Springer, Singapore. https://doi.org/10.1007/978-981-10-8318-1_6
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DOI: https://doi.org/10.1007/978-981-10-8318-1_6
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Publisher Name: Springer, Singapore
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Online ISBN: 978-981-10-8318-1
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