Publication:4229941

From MaRDI portal
Revision as of 16:12, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)


zbMath0937.28001MaRDI QIDQ4229941

Richard M. Dudley, Rimas Norvaiša

Publication date: 1 March 1999



28B20: Set-valued set functions and measures; integration of set-valued functions; measurable selections

60G17: Sample path properties

60H05: Stochastic integrals

28-02: Research exposition (monographs, survey articles) pertaining to measure and integration


Related Items

On semilinear stochastic fractional differential equations of Volterra type, Semilinear fractional stochastic differential equations driven by a γ-Hölder continuous signal with γ > 2/3, Derivative for the intersection local time of two independent fractional Brownian motions, Rough path analysis for local time of G-Brownian motion, Unnamed Item, Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes, The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory, Nonlinear integral equations with respect to functions having bounded \(p\)-variation, Integration with respect to the \(G\)-Brownian local time, Simple arbitrage, Rough functions: \(p\)-variation, calculus, and index estimation, On the convergence of stochastic integrals with respect to \(p\)-semimartingales, On Stratonovich integral equations driven by continuous \(p\)-semimartingales, On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales, On the two-parameter fractional Brownian motion and Stieltjes integrals for Hölder functions., Stability for a class of semilinear fractional stochastic integral equations, Differential equations driven by rough paths with jumps, Pricing of equity indexed annuity under fractional Brownian motion model, Computation of \(p\)-variation, The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type., Small ball estimates in \(p\)-variation for stable processes, \(p\)-variation of strong Markov processes., Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes, SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation, On bifractional Brownian motion, A note on the notion of geometric rough paths, Inequalities for the \(\mathbb L^p\) norms of integrals with respect to a fractional Brownian motion, Approximating some Volterra type stochastic integrals with applications to parameter estimation., SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation, A Remark on the 1/H-Variation of the Fractional Brownian Motion, Yet another introduction to rough paths