Semi-martingales and rough paths theory

Electronic Journal of Probability

Volumn 10, Issue , 2005, Pages 761-785

  Coutin, Laure ^a   Lejay, Antoine ^b  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

^b INRIA   (France)

Author keywords

Conditions UT and UCV; Iterated integrals; P variation; Rough paths; Semi martingales; Wong Zakai theorem

Indexed keywords

EID: 23244437743     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v10-162     Document Type: Article

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