%0 Journal Article
%T Quadratic variation, p-variation and integration with applications to stock price modelling
%A Rimas Norvaisa
%J Mathematics
%D 2001
%I arXiv
%X The paper develops a calculus for a class of real-valued functions having a quadratic variation. The main result is a solution of the representation problem for a class of evolutions having a quadratic variation. The result is applied to build up an asset pricing model. Also in the paper there are some results concerning an extension of the class of all semimartingales.
%U http://arxiv.org/abs/math/0108090v1