@inbook{8a1e3e0d6a894e988c3d99a357ba1834,
title = "Elements of stochastic calculus via regularization",
abstract = "This paper first summarizes the foundations of stochastic calculus via regularization and constructs through this procedure Ito 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.",
keywords = "Covariation, Integration via regularization, Ito formula, Weak Dirichlet processes",
author = "Francesco Russo and Pierre Vallois",
year = "2007",
month = jan,
day = "1",
doi = "10.1007/978-3-540-71189-6\_7",
language = "English",
isbn = "3540711880",
series = "Lecture Notes in Mathematics",
publisher = "Springer Verlag",
pages = "147--185",
booktitle = "Seminaire de Probabilites XL",
}