On the uniqueness of higher order Gubinelli derivatives and an analogue of the Doob-Meyer theorem for rough paths of the arbitrary positive Hölder index (Q6669673)
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scientific article; zbMATH DE number 7973386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the uniqueness of higher order Gubinelli derivatives and an analogue of the Doob-Meyer theorem for rough paths of the arbitrary positive Hölder index |
scientific article; zbMATH DE number 7973386 |
Statements
On the uniqueness of higher order Gubinelli derivatives and an analogue of the Doob-Meyer theorem for rough paths of the arbitrary positive Hölder index (English)
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22 January 2025
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rough paths
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Gubinelli derivative
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Doob-Meyer expansion
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fractional Brownian motion
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