A Stratonovich–Skorohod integral formula for Gaussian rough paths
Author:
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://projecteuclid.org/download/pdfview_1/euclid.aop/1544691617
Cited by 10 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion;Asymptotic Analysis;2024-05-13
2. Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes;Bernoulli;2024-05-01
3. On the Wiener chaos expansion of the signature of a Gaussian process;Probability Theory and Related Fields;2024-01-04
4. Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises;Statistics & Probability Letters;2023-03
5. Variational principles for fluid dynamics on rough paths;Advances in Mathematics;2022-08
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