Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Cuchiero, Christa, Guo, Xin, Primavera, Francesca
Format:	Preprint
Published:	2025
Subjects:	Probability Classical Analysis and ODEs Mathematical Finance 60L20, 60L10
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2504.06164