@inbook{57ea0d68645c4a58b69ec83b83b54feb,
title = "Stochastic Integration via Regularization",
abstract = "This chapter constitutes the hearth of the book: we introduce our procedure based on regularization to define forward, backward, and symmetric integrals for continuous processes as well as covariation and quadratic variation via the convergence in probability. We prove the link between stochastic integrals via regularization and those defined in the Lebesgue{\textendash}Stieltjes, in the Young and fractional sense, and we provide the basic rules of calculus via regularizations.",
author = "Francesco Russo and Pierre Vallois",
note = "Publisher Copyright: {\textcopyright} 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.",
year = "2022",
month = jan,
day = "1",
doi = "10.1007/978-3-031-09446-0\_4",
language = "English",
series = "Bocconi and Springer Series",
publisher = "Springer-Verlag Italia s.r.l.",
pages = "113--164",
booktitle = "Bocconi and Springer Series",
}