A Fourier analytic approach to pathwise stochastic integration
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Publication:287682
DOI10.1214/16-EJP3868zbMath1338.60139arXiv1410.4006MaRDI QIDQ287682
Nicolas Perkowski, Peter Imkeller, Massimiliano Gubinelli
Publication date: 23 May 2016
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.4006
stochastic differential equationsstochastic integrationrough pathsparacontrolled calculusSchauder functions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
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