Rough functions: \(p\)-variation, calculus, and index estimation

DOI10.1007/s10986-006-0015-1zbMath1155.26006OpenAlexW2091436578MaRDI QIDQ926643

Rimas Norvaiša

Publication date: 20 May 2008

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-006-0015-1

zbMATH Keywords

integral equationsNemytskii operatorinterval functionsOrey index\(p\)-variation indexproduct integral\(\Phi\)-variationKolmogorov integraloscillation summing indexrefinement Young-Stieltjes integralsample functions of stochastic processes

Mathematics Subject Classification ID

Particular nonlinear operators (superposition, Hammerstein, Nemytski?, Uryson, etc.) (47H30) General theory of stochastic processes (60G07) Integrals of Riemann, Stieltjes and Lebesgue type (26A42)

Related Items

Rough paths in idealized financial markets ⋮ Computation of \(p\)-variation ⋮ Regularity of multifractional moving average processes with random Hurst exponent

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