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Calculus via Regularization and Rough Paths

  • Nancy Université

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

This chapter examines some relations between the stochastic calculus via regularizations and the celebrated deterministic rough path theory. We introduce the notion of a stochastically controlled process extending the one of controlled process introduced by M. Gubinelli. We show a precise relation between weak Dirichlet processes and stochastically controlled process. We also introduce a notion of stochastic rough integral, and we connect it with the symmetric integral via regularizations.

Original languageEnglish
Title of host publicationBocconi and Springer Series
PublisherSpringer-Verlag Italia s.r.l.
Pages597-615
Number of pages19
DOIs
Publication statusPublished - 1 Jan 2022

Publication series

NameBocconi and Springer Series
Volume11
ISSN (Print)2039-1471
ISSN (Electronic)2039-148X

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