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

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Revision as of 16:55, 5 March 2024

scientific article; zbMATH DE number 6941204
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English
Examples of Itô càdlàg rough paths
scientific article; zbMATH DE number 6941204

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    Examples of Itô càdlàg rough paths (English)
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    21 September 2018
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    Càdlàg rough paths
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    Gaussian processes
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    Lyons-Victoir extension theorem
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    semimartingales
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    typical price paths
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