Cover Image

Pathwise Itô isometry for scaled quadratic variation

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bhar, Suprio, Das, Purba, Sarkar, Barun
Format:	Preprint
Published:	2025
Subjects:	Probability 60G17, 60G22, 60H20, 60L99
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Pathwise Uniqueness for Multiplicative Young and Rough Differential Equations Driven by Fractional Brownian Motion
by: Matsuda, Toyomu, et al.
Published: (2023)

Differential equations driven by Besov-Orlicz paths
by: Čoupek, Petr, et al.
Published: (2024)

Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions
by: Leahy, James-Michael, et al.
Published: (2024)

Jump Itô-type formula with arbitrary regularity
by: Li, Nannan, et al.
Published: (2026)

Path-dependent processes from signatures
by: Jaber, Eduardo Abi, et al.
Published: (2024)

Growth rates for the Hölder coefficients of the linear stochastic fractional heat equation with rough dependence in space
by: Liu, Chang, et al.
Published: (2025)

Local linearization for estimating the diffusion parameter of nonlinear stochastic wave equations with spatially correlated noise
by: Liu, Guoping, et al.
Published: (2025)

Temporal regularity for the stochastic heat equation with rough dependence in space
by: Qian, Bin, et al.
Published: (2025)

Local linearization for the nonlinear damped stochastic Klein-Gordon equation
by: Rang, Guanglin, et al.
Published: (2026)

Random Gamma time
by: Szulga, Jerzy
Published: (2024)

A rough path approach to pathwise stochastic integration à la Föllmer
by: Das, Purba, et al.
Published: (2025)

Approximate Transitivity of Young Translation on Rough Paths
by: Bellingeri, Carlo, et al.
Published: (2026)

Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts
by: Friesen, Martin, et al.
Published: (2024)

Fractional Diffusion Bridges
by: Inahama, Yuzuru
Published: (2025)

Large deviation principle for stochastic differential equations driven by stochastic integrals
by: Takano, Ryoji
Published: (2024)

Stochastic Volterra Equations for the Local Times of Spectrally Positive Stable Processes
by: Xu, Wei
Published: (2021)

Stochastic differential equations driven by fractional Brownian motion: dependence on the Hurst parameter
by: Kwossek, Anna P., et al.
Published: (2025)

An Operator Ito Formula for Volterra Gaussian Processes: The Intrinsic Bracket via Causal Derivation-Divergence Factorization
by: Fontes, Ramiro
Published: (2026)

Scaling Limits of Bivariate Nearly-Unstable Hawkes Processes and Applications to Rough Volatility
by: Karmi, Sohaib El
Published: (2026)

Geometric Rough Paths above Mixed Fractional Brownian Motion
by: Lechiheb, Atef
Published: (2025)

Canonical Rough Path over Tempered Fractional Brownian Motion: Existence, Construction, and Applications
by: Lechiheb, Atef
Published: (2025)

New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
by: Takahashi, Akihiko, et al.
Published: (2023)

Isomorphisms for spaces of predictable processes and an extension of the Itô integral
by: Rüdiger, Barbara, et al.
Published: (2019)

An Itô-Wentzell formula for the fractional Brownian motion
by: Maia, Luís
Published: (2024)

Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions
by: Alòs, Elisa, et al.
Published: (2025)

SPDEs driven by standard symmetric $α$-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
by: Bodó, Gergely, et al.
Published: (2024)

An integrable bound for semilinear rough partial differential equations with unbounded diffusion coefficients
by: Blessing, Alexandra, et al.
Published: (2025)

Local moduli of continuity for permanental processes that are zero at zero
by: Marcus, Michael B., et al.
Published: (2024)

Stochastic Volterra equations: failure of the time-homogeneous Markov property
by: Friesen, Martin, et al.
Published: (2025)

Survival of a long random string among hard Poisson traps
by: Athreya, Siva, et al.
Published: (2026)

Itô formula for reduced rough paths
by: Li, Nannan, et al.
Published: (2025)

Relative compactness of Itô integrals on the M1 Skorokhod space with identification of limits
by: Wunderlich, Fabrice
Published: (2025)

Wong-Zakai approximation of density functions
by: Inahama, Yuzuru
Published: (2023)

Weak well-posedness of stochastic Volterra equations with completely monotone kernels and non-degenerate noise
by: Hamaguchi, Yushi
Published: (2023)

Call Option Price using Pearson Diffusion Processes
by: Kar, Tapan, et al.
Published: (2025)

Moderate deviations for rough differential equations
by: Inahama, Yuzuru, et al.
Published: (2023)

Stochastic Volterra Equations for Local Times of Spectrally Positive Lévy Processes with Gaussian Components
by: Xu, Wei
Published: (2024)

Strassen's local law of the iterated logarithm for the generalized fractional Brownian motion
by: Wang, Ran, et al.
Published: (2024)

Lower classes and Chung's LILs of the fractional integrated generalized fractional Brownian motion
by: Lyu, Mengjie, et al.
Published: (2024)

Hölder regularity and roughness: construction and examples
by: Bayraktar, Erhan, et al.
Published: (2023)