Stochastic integral equations without probability

By Thomas Mikosch, R. Norvaiša. 2000

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Power and bipower variation with stochastic volatility and jumps (2003, background): “See the work of Lyons (1994), Mikosch and Norvaiša (2000) and Lyons and Qian (2002). this yields the traditional realised variance.”
Realised power variation and stochastic volatility models (2003, background): “See the work of, for example, Lyons (1994) and Mikosch and Norvaisa (2000). where σ > 0 and α * are assumed to be stochastically independent of the standard Brownian motion w.”
Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12) (2005, background): “(more about path-wise integration with respect to fBm can be found in Lin [17], Mikosch and Norvaiša [21], [34] or Coutin and Qian [8]).”
Power Variation and Time Change (2006, unknown): “Fristedt and Taylor ( 1973 ) , Mikosch and Norvaiša ( 2000 ) ) .”