General rough integration, Lévy rough paths and a Lévy-Kintchine-type formula

DOI10.1214/16-AOP1123zbMath1412.60103arXiv1212.5888OpenAlexW2962910798MaRDI QIDQ2406573

Atul Shekhar, Peter K. Friz

Publication date: 5 October 2017

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.5888

zbMATH Keywords

Lévy processesrough pathsYoung integrationgeneral theory of processes

Mathematics Subject Classification ID

Stochastic analysis (60H99)

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