Integration with respect to Hölder rough paths of order greater than 1/4: an approach via fractional calculus (Q2075476)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integration with respect to Hölder rough paths of order greater than 1/4: an approach via fractional calculus |
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Integration with respect to Hölder rough paths of order greater than 1/4: an approach via fractional calculus (English)
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14 February 2022
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Stieltjes integral
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fractional derivative
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rough path
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fractional Brownian motion
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