Singular paths spaces and applications

DOI10.1080/07362994.2021.1988641MaRDI QIDQ5046316

Peter K. Friz, Máté Gerencsér, Carlo Bellingeri

Publication date: 28 October 2022

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.03352

zbMATH Keywords

Hölder spaces; rough paths; SLE trace; rough volatility

Mathematics Subject Classification ID

60E05: Probability distributions: general theory

26A16: Lipschitz (Hölder) classes

26A30: Singular functions, Cantor functions, functions with other special properties

81S40: Path integrals in quantum mechanics

30C40: Kernel functions in one complex variable and applications

Related Items

Regularisation by regular noise, Rough paths and SPDE

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