A Fourier analytic approach to pathwise stochastic integration

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

zbMATH Keywords

stochastic differential equationsstochastic integrationrough pathsparacontrolled calculusSchauder functions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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