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Q5039929 - MaRDI portal

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scientific article; zbMATH DE number 7599171
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English
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scientific article; zbMATH DE number 7599171

    Statements

    publication date
    10 October 2022
    0 references
    zbMATH Keywords
    Itô-Föllmer calculus
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    \(p\)th variation along a sequence of partitions
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    multiplicative noise
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    fractional Brownian motion
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    rough paths
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    author
    Petr Čoupek
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60G22
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    34F05
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    47D06
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    zbMATH DE Number
    7599171
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