Doob--Meyer for rough paths (Q5747108)

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scientific article; zbMATH DE number 6257052
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Doob--Meyer for rough paths
scientific article; zbMATH DE number 6257052

    Statements

    author
    Peter K. Friz
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    Atul Shekhar
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    publication date
    11 February 2014
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    zbMATH Keywords
    rough paths
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    fine properties of stochastic processes
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    Doob-Meyer decomposition
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    Hörmander theory
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    arXiv classification
    math.PR
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    Identifiers

    zbMATH DE Number
    6257052
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    arXiv ID
    1205.2505
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