Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (Q2360844): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1510.01851 / rank | |||
Normal rank |
Revision as of 05:55, 19 April 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)
0 references
29 June 2017
0 references
stochastic integrals
0 references
rough paths
0 references
\(G\)-Brownian motion
0 references
Norris lemma
0 references