Chain rules and p-variation
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Publication:2773420
DOI10.4064/sm149-3-1zbMath1002.26006OpenAlexW2074252376MaRDI QIDQ2773420
Publication date: 21 February 2002
Published in: Studia Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/sm149-3-1
Integrals of Riemann, Stieltjes and Lebesgue type (26A42) Stochastic integrals (60H05) Functions of bounded variation, generalizations (26A45)
Related Items (3)
Itô's formula for Gaussian processes with stochastic discontinuities ⋮ Generalized chain rules and applications to Stieltjes differential and integral equations ⋮ Differential calculus for linear operators represented by finite signed measures and applications
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