Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients (Q5962606): Difference between revisions

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-.1016/j.spa.2015.09.018
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+Stochastic integration and \(L^ p-\)theory of semimartingales
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+A weak version of path-dependent functional Itô calculus
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+On \((p,q)\)-rough paths
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+Pathwise stochastic integrals for model free finance
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@@ Property / DOI @@
+.1016/J.SPA.2015.09.018
@@ Property / DOI: 10.1016/J.SPA.2015.09.018 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5962606