Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes (Q6120831)

scientific article; zbMATH DE number 7824100

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English	Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes	scientific article; zbMATH DE number 7824100

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scholarly article

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title

Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes (English)

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26 March 2024

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full work available at URL

https://arxiv.org/abs/2206.06865

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https://projecteuclid.org/journals/bernoulli/volume-30/issue-2/Rough-paths-and-symmetric-Stratonovich-integrals-driven-by-singular-covariance/10.3150/23-BEJ1629.full

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zbMATH Keywords

rough paths

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Stratonovich integrals

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MaRDI publication profile

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cites work

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Good rough path sequences and applications to anticipating stochastic calculus

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

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Convergence rates for the full Gaussian rough paths

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Multidimensional Stochastic Processes as Rough Paths

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Differential equations driven by Gaussian signals

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The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory

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Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\).

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\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index

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Controlling rough paths

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On Stratonovich and Skorohod stochastic calculus for Gaussian processes

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Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions

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First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case

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Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion

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Mathematics(1 entry)

mardi Publication:6120831