Singular paths spaces and applications

DOI10.1080/07362994.2021.1988641OpenAlexW3209673476MaRDI QIDQ5046316

Peter K. Friz, Máté Gerencsér, Carlo Bellingeri

Publication date: 28 October 2022

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.03352

zbMATH Keywords

Hölder spacesrough pathsSLE tracerough volatility

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Lipschitz (Hölder) classes (26A16) Singular functions, Cantor functions, functions with other special properties (26A30) Path integrals in quantum mechanics (81S40) Kernel functions in one complex variable and applications (30C40)

Related Items

Regularisation by regular noise, Rough paths and SPDE

Cites Work

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