Examples of Itô càdlàg rough paths (Q4683540)

From MaRDI portal
Revision as of 16:55, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article; zbMATH DE number 6941204
Language Label Description Also known as
English
Examples of Itô càdlàg rough paths
scientific article; zbMATH DE number 6941204

    Statements

    title
    Examples of Itô càdlàg rough paths (English)
    0 references
    author
    Chong Liu
    0 references
    David J. Prömel
    0 references
    publication date
    21 September 2018
    0 references
    zbMATH Keywords
    Càdlàg rough paths
    0 references
    Gaussian processes
    0 references
    Lyons-Victoir extension theorem
    0 references
    semimartingales
    0 references
    typical price paths
    0 references

    Identifiers

    DOI
    10.1090/proc/14142
    0 references
    Mathematics Subject Classification ID
    60L20
    0 references
    60G17
    0 references
    91G99
    0 references
    zbMATH DE Number
    6941204
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4683540&oldid=28835567"
    Powered by MediaWiki