On the uniqueness of higher order Gubinelli derivatives and an analogue of the Doob – Meyer theorem for rough paths of the arbitrary positive Holder index
In this paper, we investigate the features of higher order Gubinelli derivatives of controlled rough paths having an arbitrary positive Holder index. There is used a notion of the (α, β)-rough map on the basis of which the sufficient conditions are given for the higher order Gubinelli derivatives un...
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| Format: | Article |
| Language: | Belarusian |
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Belarusian State University
2022-07-01
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| Series: | Журнал Белорусского государственного университета: Математика, информатика |
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| Online Access: | https://journals.bsu.by/index.php/mathematics/article/view/4362 |