Stochastic calculus with respect to G-Brownian motion viewed through rough paths

查看全文 作　　者：PENG [1]ShiGe;ZHANG [2]HuiLin

机构地区：[1]School of Mathematics, Shandong University, Jinan 250100, China;[2]Institute for Advanced Research, Shandong University, Jinan 250100, China

出　　处：《Science China Mathematics》索引2017年第60卷第1期,共20页

基　　金：supported by National Natural Science Foundation of China (Grant No. 10921101);the Programme of Introducing Talents of Discipline to Universities of China (Grant No. B12023) 摘　　要：We study rough path properties of stochastic integrals of Ito's type and Stratonovich's type with respect to G-Brownian motion. The roughness of G-Brownian motion is estimated and then the pathwise Norris lemma in G-framework is obtained. 关键词：粗糙度估计布朗运动随机积分路径微积分 Ito型 ch型引理

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Stochastic calculus with respect to G-Brownian motion viewed through rough paths

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耦合文献(20)

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