scientific article; zbMATH DE number 1256059
zbMATH Open0937.28001MaRDI QIDQ4229941FDOQ4229941
Authors: Richard M. Dudley, Rimas Norvaiša
Publication date: 1 March 1999
Title of this publication is not available (Why is that?)
Recommendations
integration theory\(p\)-variation normsrefinement-Riemann-Stieltjes integralrefinement-Young-Stieltjes integralstochastic integrals and processes
Sample path properties (60G17) Stochastic integrals (60H05) Research exposition (monographs, survey articles) pertaining to measure and integration (28-02) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)
Cited In (37)
- On the convergence of stochastic integrals with respect to \(p\)-semimartingales
- \(p\)-variation of strong Markov processes.
- On semilinear stochastic fractional differential equations of Volterra type
- Pricing of equity indexed annuity under fractional Brownian motion model
- Computation of \(p\)-variation
- Yet another introduction to rough paths
- Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes
- Small ball estimates in \(p\)-variation for stable processes
- Stochastic integral equations without probability
- A note on higher dimensional \(p\)-variation
- A note on the notion of geometric rough paths
- Stability for a class of semilinear fractional stochastic integral equations
- \(p\)-variation and integration of sample functions of stochastic processes
- On Stratonovich integral equations driven by continuous \(p\)-semimartingales
- On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales
- The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
- Semilinear fractional stochastic differential equations driven by a \(\gamma\)-Hölder continuous signal with \(\gamma > 2/3\)
- On bifractional Brownian motion
- Rough path analysis for local time of \(G\)-Brownian motion
- Simple arbitrage
- SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation
- The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
- Integration with respect to the \(G\)-Brownian local time
- Stochastic integration of processes with finite generalized variations. I
- Approximating some Volterra type stochastic integrals with applications to parameter estimation.
- Inequalities for the \(\mathbb L^p\) norms of integrals with respect to a fractional Brownian motion
- Rough functions: \(p\)-variation, calculus, and index estimation
- Concrete functional calculus
- Differential equations driven by rough paths with jumps
- Nonlinear integral equations with respect to functions having bounded \(p\)-variation
- Chain rules and \(p\)-variation
- Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes
- A Remark on the 1/H-Variation of the Fractional Brownian Motion
- SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation
- Derivative for the intersection local time of two independent fractional Brownian motions
- Title not available (Why is that?)
- On the two-parameter fractional Brownian motion and Stieltjes integrals for Hölder functions.
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