{
  "id": "math/0603224",
  "version": "v1",
  "published": "2006-03-09T16:30:22.000Z",
  "updated": "2006-03-09T16:30:22.000Z",
  "title": "Elements of Stochastic Calculus via Regularisation",
  "authors": [
    "Francesco Russo",
    "Pierre Vallois"
  ],
  "comment": "39 pages. First version. Preprint LAGA-Paris 13 2004-28. To appear: S\\'eminaire de Probabilit\\'es",
  "categories": [
    "math.PR"
  ],
  "abstract": "This paper first summarizes the foundations of stochastic calculus via regularization and constructs through this procedure It\\^o and Stratonovich integrals. In the second part, a survey and new results are presented in relation with finite quadratic variation processes, Dirichlet and weak Dirichlet processes.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2006-03-09T16:30:22.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H05",
      "60G44",
      "60G48"
    ],
    "keywords": [
      "stochastic calculus",
      "regularisation",
      "finite quadratic variation processes",
      "weak dirichlet processes",
      "paper first summarizes"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 39,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2006math......3224R"
    }
  }
}