On the uniqueness of higher order Gubinelli derivatives and an analogue of the Doob-Meyer theorem for rough paths of the arbitrary positive Hölder index
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Publication:6669673
Publication date: 22 January 2025
Published in: Zhurnal Belorusskogo Gosudarstvennogo Universiteta. Matematika. Informatika (Search for Journal in Brave)
Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Rough paths (60L20)
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- A course on rough paths. With an introduction to regularity structures
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