Convergence of trapezoid rule to rough integrals
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Publication:6187888
DOI10.1214/22-aihp1282arXiv2005.06500OpenAlexW4386375369MaRDI QIDQ6187888
Samy Tindel, Yanghui Liu, Zachary Selk
Publication date: 16 January 2024
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.06500
Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Rough paths (60L20)
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