Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (Q2360844)
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scientific article; zbMATH DE number 6736936
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| English | Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths |
scientific article; zbMATH DE number 6736936 |
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Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (English)
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29 June 2017
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stochastic integrals
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rough paths
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\(G\)-Brownian motion
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Norris lemma
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0.8230488300323486
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0.8083707690238953
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0.7996223568916321
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0.7793922424316406
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0.7699565291404724
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