On the $p$th variation of a class of fractal functions (Q5130885): Difference between revisions

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+The Takagi function: a survey
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+Dimension of the Graphs of the Weierstrass-Type Functions
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+Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity
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+\(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes.
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+Moments of infinite convolutions of symmetric Bernoulli distributions
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+Q3911166
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+Probabilistic aspects of finance
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+A course on rough paths. With an introduction to regularity structures
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+Volatility is rough
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+Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\).
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+Fractal Dimensions and Singularities of the Weierstrass Type Functions
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+Examples of Itô càdlàg rough paths
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+On (signed) Takagi-Landsberg functions: \(p\)th variation, maximum, and modulus of continuity
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+Stochastic calculus for fractional Brownian motion and related processes.
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+Q5848315
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+On the Hausdorff dimension of some fractal sets
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+Model-Free Portfolio Theory and Its Functional Master Formula
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