Skorohod and rough integration for stochastic differential equations driven by Volterra processes (Q2041792)

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Skorohod and rough integration for stochastic differential equations driven by Volterra processes
scientific article

    Statements

    title
    Skorohod and rough integration for stochastic differential equations driven by Volterra processes (English)
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    author
    Thomas Cass
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    Nengli Lim
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    publication date
    23 July 2021
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    zbMATH Keywords
    Malliavin calculus
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    rough path theory
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    Volterra processes
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    cites work
    Q3094151
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    Q4331175
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    Identifiers

    DOI
    10.1214/20-AIHP1074
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    zbMATH DE Number
    7374657
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    Wikidata QID
    Q115240810
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    OpenAlex ID
    W3133787188
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