General rough integration, Lévy rough paths and a Lévy-Kintchine-type formula (Q2406573)

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General rough integration, Lévy rough paths and a Lévy-Kintchine-type formula
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    title
    General rough integration, Lévy rough paths and a Lévy-Kintchine-type formula (English)
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    DOI
    10.1214/16-AOP1123
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    author
    Atul Shekhar
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    Peter K. Friz
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    publication date
    5 October 2017
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    zbMATH DE Number
    6786092
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    zbMATH Keywords
    Young integration
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    rough paths
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    Lévy processes
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    general theory of processes
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    arXiv ID
    1212.5888
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