Examples of Itô càdlàg rough paths (Q4683540): Difference between revisions

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+On the<b>Ф</b>-variation of stochastic processes with exponential moments
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+Canonical RDEs and general semimartingales as rough paths
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+On maps of bounded \(p\)-variation with \(p>1\)
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+Random walks and Lévy processes as rough paths
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+On non-continuous Dirichlet processes
@@ Property / cites work: On non-continuous Dirichlet processes / rank @@
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+A course on rough paths. With an introduction to regularity structures
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+General rough integration, Lévy rough paths and a Lévy-Kintchine-type formula
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+Differential equations driven by Gaussian signals
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+Multidimensional Stochastic Processes as Rough Paths
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+A note on higher dimensional \(p\)-variation
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+Differential equations driven by rough paths with jumps
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+Q4778955
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+Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
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+La variation d'ordre p des semi-martingales
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+A superhedging approach to stochastic integration
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+An extension theorem to rough paths
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+Differential equations driven by rough signals
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+Pathwise stochastic integrals for model free finance
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+Variation conditionelle des processus stochastiques. (Conditional variation of random processes)
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+A new formulation of asset trading games in continuous time with essential forcing of variation exponent
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+Continuous-time trading and the emergence of volatility
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+Rough paths in idealized financial markets
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+Purely pathwise probability-free Itô integral
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+Path-wise solutions of stochastic differential equations driven by Lévy processes
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+An inequality of the Hölder type, connected with Stieltjes integration
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