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Results tagged with rough-paths
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user 69466
Questions about an area of probability theory, rough paths.
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An integral by rough path.
If $(b, \mathbb{b})\in \mathcal{D}^{\alpha}[0,T],\ \alpha\in (\frac{1}{3}, \frac{1}{2})$. $\mathcal{D}^{\alpha}[0,T]$ is the space of those rough paths $(b,\mathbb{b})$
such that
$$ \|b\|_\alpha …
- 515