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    Statements

    author
    Peter K. Friz
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    Nicolas Victoir
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    publication date
    25 September 2008
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    zbMATH Keywords
    Multi-fimensional continuous local martingale
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    stochastic area process
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    geometric rough paths
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    finite Multi-fimensional continuous local martingale
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    finite homogeneous \(p\)-variation
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    Burkholder-Davis-Gundy inequality
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    Identifiers

    zbMATH DE Number
    5347028
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    arXiv ID
    math/0608783
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