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Results tagged with rough-paths
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user 479223
Questions about an area of probability theory, rough paths.
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Interpolation theorem for general rough paths
This is of course true and follows from the interpolation inequality. (See Friz-Victoir Proposition 5.5)
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Understanding of rough path
You have seen all kinds of integration theories before — Itô, Stratonovich, and I'm sure plenty others. Rough paths takes a step back and asks what we want from an integration theory. And so long as w …
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