Examples of Itô càdlàg rough paths


Liu, Chong ; Prömel, David J.



DOI: https://doi.org/10.1090/proc/14142
URL: https://www.ams.org/journals/proc/2018-146-11/S000...
Additional URL: https://arxiv.org/abs/1709.05988
Document Type: Article
Year of publication: 2018
The title of a journal, publication series: Proceedings of the American Mathematical Society : PAMS
Volume: 146
Issue number: 11
Page range: 4937-4950
Place of publication: Providence, RI
Publishing house: AMS
ISSN: 0002-9939 , 1088-6826
Publication language: English
Institution: School of Business Informatics and Mathematics > Finanzmathematik (Juniorprofessur) (Prömel 2019-)
Subject: 510 Mathematics

Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.




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Liu, Chong ; Prömel, David J. (2018) Examples of Itô càdlàg rough paths. Proceedings of the American Mathematical Society : PAMS Providence, RI 146 11 4937-4950 [Article]


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