On pathwise Riemann-Stieltjes integrals (Q2322608)

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English	On pathwise Riemann-Stieltjes integrals	scientific article

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scholarly article

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On pathwise Riemann-Stieltjes integrals (English)

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Statistics \& Probability Letters

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publication date

5 September 2019

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zbMATH Keywords

Riemann-Stieltjes integrals

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sewing lemma

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stochastic integrals

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.spl.2019.02.005

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On irregular functionals of SDEs and the Euler scheme

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On hedging European options in geometric fractional Brownian motion market model

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Rate of convergence for discretization of integrals with respect to fractional Brownian motion

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Curvilinear integrals along enriched paths

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A non-commutative sewing lemma

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A course on rough paths. With an introduction to regularity structures

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Differential equations driven by rough paths with jumps

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Differential equations driven by rough signals

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Pathwise integrals and Itô-Tanaka formula for Gaussian processes

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Estimates for norms of discrete stochastic integrals

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Extensions of the sewing lemma with applications

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Integration with respect to fractal functions and stochastic calculus. I

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.SPL.2019.02.005

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Sitelinks

Mathematics(1 entry)

mardi Publication:2322608

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