Singular paths spaces and applications (Q5046316)

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scientific article; zbMATH DE number 7609432
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English
Singular paths spaces and applications
scientific article; zbMATH DE number 7609432

    Statements

    title
    Singular paths spaces and applications (English)
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    author
    Peter K. Friz
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    Máté Gerencsér
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    Carlo Bellingeri
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    publication date
    28 October 2022
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    Mathematics Subject Classification ID
    81S40
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    60E05
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    26A16
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    26A30
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    30C40
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    zbMATH DE Number
    7609432
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    zbMATH Keywords
    rough paths
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    rough volatility
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    SLE trace
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    Hölder spaces
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    OpenAlex ID
    W3209673476
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