quadratic variation
Sign in to savequantity defined for a stochastic process; its finiteness ensures that stochastic calculus works properly
In the Vinony graph
Within Vinony's link graph, quadratic variation is referenced by 212 other articles, and connects out to martingale, Markov chain and stochastic process.
It is catalogued under the topic Stochastic processes.
Its subject is documented across 7 Wikipedia language editions.
Connections
martingale
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Markov chain
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stochastic process
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time series
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queueing theory
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Poisson process
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stochastic calculus
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partition of an interval
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càdlàg function
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Itō calculus
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optional stopping theorem
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filtration
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renewal theory
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mathematics
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statistics
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International Standard Book Number
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digital object identifier
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probability theory
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machine learning
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Brownian motion
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