Rough path analysis for local time of <i>G</i>-Brownian motion (Q5106742)
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scientific article; zbMATH DE number 7191911
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rough path analysis for local time of <i>G</i>-Brownian motion |
scientific article; zbMATH DE number 7191911 |
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Rough path analysis for local time of <i>G</i>-Brownian motion (English)
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22 April 2020
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\(G\)-Brownian motion
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Itô's formula
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local time
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rough path
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