Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes (Q2274279)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes |
scientific article |
Statements
Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes (English)
0 references
19 September 2019
0 references
composite stochastic process
0 references
generalised Stieltjes integral
0 references
fractional calculus
0 references
Riemann-Liouville integral
0 references
fractional Sobolev space
0 references
Gagliardo-Slobodeckij seminorm
0 references
fractional Sobolev-Slobodeckij space
0 references
bounded \(p\)-variation
0 references
0 references
0 references
0 references