Timeline for What's an example of a rough path that's not Ito/Stratonovich-Brownian rough path?
Current License: CC BY-SA 3.0
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Nov 14, 2016 at 11:28 | comment | added | Zbigniew | And other issue: "On the rough-paths approach to non-commutative stochastic calculus". Look her arxiv.org/pdf/1301.6238 | |
Jun 30, 2015 at 6:32 | comment | added | user69208 | Brownian motion indeed does qualify for Holder condition does qualify, but I am looking for other examples. Thanks for the resource. | |
Jun 30, 2015 at 4:25 | history | edited | josh | CC BY-SA 3.0 |
added 65 characters in body
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Jun 30, 2015 at 3:50 | history | answered | josh | CC BY-SA 3.0 |