Quadratic variation and quadratic roughness
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Publication:2108492
DOI10.3150/22-BEJ1466MaRDI QIDQ2108492
Publication date: 19 December 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.03115
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Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients ⋮ On the support of solutions to stochastic differential equations with path-dependent coefficients ⋮ Local times for continuous paths of arbitrary regularity
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