Forward integration of bounded variation coefficients with respect to Hölder continuous processes

DOI10.3150/22-bej1524OpenAlexW4367318157MaRDI QIDQ6103218

Soledad Torres, Jorge A. Leon, Johanna Garzón

Publication date: 2 June 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/bernoulli/volume-29/issue-3/Forward-integration-of-bounded-variation-coefficients-with-respect-to-H%c3%b6lder/10.3150/22-BEJ1524.full

zbMATH Keywords

fractional Brownian motionMalliavin calculusstochastic differential equationsforward integral

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (1)

Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes

Cites Work

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