Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity
We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time partitions. For paths with finite $p$-th variation along a sequen...
| Egile Nagusiak: | , |
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| Formatua: | Journal article |
| Argitaratua: |
American Mathematical Society
2019
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