Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (Q2360844): Difference between revisions
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Revision as of 07:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths |
scientific article |
Statements
Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (English)
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29 June 2017
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stochastic integrals
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rough paths
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\(G\)-Brownian motion
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Norris lemma
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