Rough semimartingales and \(p\)-variation estimates for martingale transforms
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Publication:6160455
DOI10.1214/22-aop1598arXiv2008.08897MaRDI QIDQ6160455
Peter K. Friz, Pavel Zorin-Kranich
Publication date: 10 May 2023
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.08897
Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Martingales and classical analysis (60G46) Rough paths (60L20)
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