Rough path metrics on a Besov-Nikolskii type scale

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Author
Friz, Peter K.
Prömel, David J.
Date
2016-09-11
Type
    Working Paper
Publication status
published
External links
Journal / series
arXiv
Pages / Article No.
1609.03132
Publisher
Cornell University
Subject
Controlled differential equation; Besov embedding; Besov space; Itô-Lyons map; p-variation; Riesz type variation; Rough path
Organisational unit
03845 - Teichmann, Josef / Teichmann, Josef  
Funding
163014 - Regularity structures in mathematical Finance (SNF)
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yes
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