Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (Q2360844)

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Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths
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    Statements

    title
    Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (English)
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    author
    Shige Peng
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    Huilin Zhang
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    publication date
    29 June 2017
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60J65
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    60G17
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    zbMATH DE Number
    6736936
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