The It{\^o}-Tanaka Trick: a non-semimartingale approach
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Publication:5093996
zbMath1492.60153arXiv1907.03629MaRDI QIDQ5093996
Anthony Réveillac, Laure Coutin, Romain Duboscq
Publication date: 2 August 2022
Full work available at URL: https://arxiv.org/abs/1907.03629
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02)
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Cites Work
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