Causal functional calculus
We construct a new topology on the space of stopped paths and introduce a calculus for causal functionals on generic domains of this space. We propose a generic approach to pathwise integration without any assumption on the variation index of a path and obtain functional change of variable formulae...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
London Mathematical Society
2022
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