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Examples of Itô càdlàg rough paths - MaRDI portal

Examples of Itô càdlàg rough paths (Q4683540)

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scientific article; zbMATH DE number 6941204
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English
Examples of Itô càdlàg rough paths
scientific article; zbMATH DE number 6941204

    Statements

    title
    Examples of Itô càdlàg rough paths (English)
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    author
    Chong Liu
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    David J. Prömel
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    publication date
    21 September 2018
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    zbMATH Keywords
    Càdlàg rough paths
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    Gaussian processes
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    Lyons-Victoir extension theorem
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    semimartingales
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    typical price paths
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    cites work
    Q4778955
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    Identifiers

    DOI
    10.1090/proc/14142
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    Mathematics Subject Classification ID
    60L20
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    60G17
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    91G99
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    zbMATH DE Number
    6941204
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    OpenAlex ID
    W2756250384
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    arXiv ID
    1709.05988
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