Cover Image

The It{ô}-Föllmer formula -- nonstandard cases

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bednorz, W. M., Łochowski, R. M., Zondi, P. L., Mhlanga, F. J., Hove, D.
Format:	Preprint
Published:	2025
Subjects:	Probability Classical Analysis and ODEs 60H05
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Quadratic variation and local times of the horizontal component of the Peano curve (square filling curve)
by: Zondi, Phumlani L., et al.
Published: (2025)

Local times of deterministic paths with finite variation
by: Hove, Darlington, et al.
Published: (2024)

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

Functional differential equations driven by càdlàg rough paths
by: Kwossek, Anna P., et al.
Published: (2024)

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

Path-by-path uniqueness for stochastic differential equations under Krylov-Röckner condition
by: Anzeletti, Lukas, et al.
Published: (2023)

A law of large numbers concerning the number of critical points of isotropic Gaussian functions
by: Nicolaescu, Liviu I.
Published: (2024)

On mixed partial derivatives of modified Bernstein-Stancu polynomials for functions of several variables
by: Mazutskiy, N. M., et al.
Published: (2022)

Characterization of Besov spaces with dominating mixed smoothness by differences
by: Nikolaev, Paul, et al.
Published: (2024)

The Geometry of Rough Path Space
by: Geller, Martin, et al.
Published: (2026)

On the Lebesgue measure of one generalised set of subsums of geometric series
by: Makarchuk, Oleg, et al.
Published: (2024)

A series of definite integrals involving upper incomplete Gamma functions
by: Barczy, Matyas, et al.
Published: (2025)

A noise-induced transition in the Lorenz system
by: Zelati, Michele Coti, et al.
Published: (2020)

Folding Domain Functions (FDF): a Random Variable Transformation technique for the non-invertible case, with applications to RDEs
by: Masullo, Fabrizio, et al.
Published: (2023)

Rough differential equations and planarly branched universal limit theorem
by: Gao, Xing, et al.
Published: (2024)

Backward stochastic differential equations with nonlinear Young drivers I
by: Song, Jian, et al.
Published: (2025)

The Sticky Lévy Process as a solution to a Time Change Equation
by: Ramírez, Miriam, et al.
Published: (2022)

Fractal uncertainty principle for random Cantor sets
by: Han, Xiaolong, et al.
Published: (2024)

Brownian-time Change of measure
by: Abdurakhmanov, Bobomurod, et al.
Published: (2026)

Equidistribution of points in the Harmonic ensemble for the Wasserstein distance
by: García-Arias, Pablo
Published: (2024)

Catalan Numbers, Riccati Equations and Convergence
by: Feng, Yicheng, et al.
Published: (2024)

Convergence rate in the splitting-up method for rough differential equations
by: Pang, Peter H. C.
Published: (2024)

Markovian reduction and exponential mixing in total variation for random dynamical systems
by: Kuksin, Sergei, et al.
Published: (2025)

On a version of a multivariate integration by parts formula for Lebesgue integrals
by: Ansari, Jonathan
Published: (2022)

Onsager-Machlup functional for stochastic lattice dynamical systems driven by time-varying noise
by: Zhang, Xinze, et al.
Published: (2024)

On a density problem related to a theorem of Szegő
by: Paulsen, Chiara
Published: (2025)

Asymptotics of the Number of Components of Random Polynomial Lemniscates
by: Ghosh, Subhajit, et al.
Published: (2026)

Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths
by: Cuchiero, Christa, et al.
Published: (2025)

Asymptotic approximations for the distribution of the product of correlated normal random variables
by: Gaunt, Robert E., et al.
Published: (2023)

Asymptotic expansions relating to the distribution of the product of correlated normal random variables
by: Gaunt, Robert E., et al.
Published: (2024)

Generalized Euler-Maclaurin formula and Signatures
by: Bellingeri, Carlo, et al.
Published: (2024)

An existence and uniqueness theory to stochastic partial differential equations involving pseudo-differential operators driven by space-time white noise
by: Choi, Jae-Hwan, et al.
Published: (2024)

Rough differential equations and reduced rough paths
by: Li, Nannan, et al.
Published: (2025)

Flows driven by multi-indices Rough Paths
by: Bellingeri, Carlo, et al.
Published: (2025)

Wiener-Hopf factorizations and matrix-valued orthogonal polynomials
by: Kuijlaars, Arno B. J., et al.
Published: (2024)

The largest slice of fractal percolation
by: Shmerkin, Pablo, et al.
Published: (2025)

A convexity-type functional inequality with infinite convex combinations
by: Barczy, Matyas, et al.
Published: (2025)

On the algebra of equal-input matrices in time-inhomogeneous Markov flows
by: Baake, Michael, et al.
Published: (2024)

On the best constants in Khintchine type inequalities for martingales
by: Karagulyan, Grigori A.
Published: (2024)

Branched Itô formula and natural Itô-Stratonovich isomorphism
by: Bellingeri, Carlo, et al.
Published: (2023)