Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients

Stochastic Processes and their Applications - Tập 126 - Trang 735-766 - 2016
Christian Keller1, Jianfeng Zhang2
1Department of Mathematics, University of Michigan, Ann Arbor, MI 48109, United States
2Department of Mathematics, University of Southern California, Los Angeles, CA 90089, United States

Tài liệu tham khảo

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