Canonical RDEs and general semimartingales as rough paths
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Publication:1731892
DOI10.1214/18-AOP1264zbMath1475.60203arXiv1704.08053OpenAlexW3104563688WikidataQ128784151 ScholiaQ128784151MaRDI QIDQ1731892
Publication date: 14 March 2019
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.08053
limit theoremsgeneral semimartingalescàdlàg rough pathsMarcus canonical equationsstochastic and rough differential equations with jumps
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rough paths (60L20)
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