Skorohod and rough integration for stochastic differential equations driven by Volterra processes

DOI10.1214/20-AIHP1074zbMath1491.60079OpenAlexW3133787188WikidataQ115240810 ScholiaQ115240810MaRDI QIDQ2041792

Nengli Lim, Thomas Cass

Publication date: 23 July 2021

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/20-aihp1074

zbMATH Keywords

Malliavin calculusrough path theoryVolterra processes

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Rough paths (60L20)

Related Items (1)

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

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