Let X be a two parameter smooth semimartingale and (?) be its process of the product variation. It is proved that (?) can be approximated as D_∞-limit of sums of its discrete product variations as the mesh of divisio...Let X be a two parameter smooth semimartingale and (?) be its process of the product variation. It is proved that (?) can be approximated as D_∞-limit of sums of its discrete product variations as the mesh of division tends to zero. Moreover, this result can be strengthen to yield the quasi sure convergence of sums by estimating the speed of the convergence.展开更多
文摘Let X be a two parameter smooth semimartingale and (?) be its process of the product variation. It is proved that (?) can be approximated as D_∞-limit of sums of its discrete product variations as the mesh of division tends to zero. Moreover, this result can be strengthen to yield the quasi sure convergence of sums by estimating the speed of the convergence.
