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

@@ Property / OpenAlex ID @@
+W2756250384
@@ Property / OpenAlex ID: W2756250384 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.05988
@@ Property / arXiv ID: 1709.05988 / rank @@
+Normal rank
@@ Property / cites work @@
+On the<b>Ф</b>-variation of stochastic processes with exponential moments
+Normal rank
@@ Property / cites work @@
+Canonical RDEs and general semimartingales as rough paths
+Normal rank
@@ Property / cites work @@
+On maps of bounded \(p\)-variation with \(p>1\)
@@ Property / cites work: On maps of bounded \(p\)-variation with \(p>1\) / rank @@
+Normal rank
@@ Property / cites work @@
+Random walks and Lévy processes as rough paths
@@ Property / cites work: Random walks and Lévy processes as rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+On non-continuous Dirichlet processes
@@ Property / cites work: On non-continuous Dirichlet processes / rank @@
+Normal rank
@@ Property / cites work @@
+A course on rough paths. With an introduction to regularity structures
+Normal rank
@@ Property / cites work @@
+General rough integration, Lévy rough paths and a Lévy-Kintchine-type formula
+Normal rank
@@ Property / cites work @@
+Differential equations driven by Gaussian signals
@@ Property / cites work: Differential equations driven by Gaussian signals / rank @@
+Normal rank
@@ Property / cites work @@
+Multidimensional Stochastic Processes as Rough Paths
+Normal rank
@@ Property / cites work @@
+A note on higher dimensional \(p\)-variation
@@ Property / cites work: A note on higher dimensional \(p\)-variation / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough paths with jumps
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+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.
+Normal rank
@@ Property / cites work @@
+La variation d'ordre p des semi-martingales
@@ Property / cites work: La variation d'ordre p des semi-martingales / rank @@
+Normal rank
@@ Property / cites work @@
+A superhedging approach to stochastic integration
@@ Property / cites work: A superhedging approach to stochastic integration / rank @@
+Normal rank
@@ Property / cites work @@
+An extension theorem to rough paths
@@ Property / cites work: An extension theorem to rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
+Normal rank
@@ Property / cites work @@
+Pathwise stochastic integrals for model free finance
+Normal rank
@@ Property / cites work @@
+Variation conditionelle des processus stochastiques. (Conditional variation of random processes)
+Normal rank
@@ Property / cites work @@
+A new formulation of asset trading games in continuous time with essential forcing of variation exponent
+Normal rank
@@ Property / cites work @@
+Continuous-time trading and the emergence of volatility
+Normal rank
@@ Property / cites work @@
+Rough paths in idealized financial markets
@@ Property / cites work: Rough paths in idealized financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+Purely pathwise probability-free Itô integral
@@ Property / cites work: Purely pathwise probability-free Itô integral / rank @@
+Normal rank
@@ Property / cites work @@
+Path-wise solutions of stochastic differential equations driven by Lévy processes
+Normal rank
@@ Property / cites work @@
+An inequality of the Hölder type, connected with Stieltjes integration
+Normal rank