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

DOI10.3150/23-bej1629arXiv2206.06865OpenAlexW4282828922WikidataQ128817785 ScholiaQ128817785MaRDI QIDQ6120831

Publication date: 26 March 2024

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.06865

zbMATH Keywords

Stratonovich integrals rough paths

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Rough paths (60L20)

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