Causal functional calculus

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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Henry Chiu, Rama Cont
Fformat:	Journal article
Iaith:	English
Cyhoeddwyd:	London Mathematical Society 2022

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