粗糙路径和正则化

Andressa Gomes, A. Ohashi, F. Russo, Alan Teixeira
{"title":"粗糙路径和正则化","authors":"Andressa Gomes, A. Ohashi, F. Russo, Alan Teixeira","doi":"10.31390/JOSA.2.4.01","DOIUrl":null,"url":null,"abstract":"Calculus via regularizations and rough paths are two methods to approach stochastic integration and calculus close to pathwise calculus. The origin of rough paths theory is purely deterministic, calculus via regularization is based on deterministic techniques but there is still a probability in the background. The goal of this paper is to establish a connection between stochastically controlled-type processes, a concept reminiscent from rough paths theory, and the so-called weak Dirichlet processes. As a by-product, we present the connection between rough and Stratonovich integrals for cadlag weak Dirichlet processes integrands and continuous semimartingales integrators.","PeriodicalId":263604,"journal":{"name":"Journal of Stochastic Analysis","volume":"38 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"Rough Paths and Regularization\",\"authors\":\"Andressa Gomes, A. Ohashi, F. Russo, Alan Teixeira\",\"doi\":\"10.31390/JOSA.2.4.01\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Calculus via regularizations and rough paths are two methods to approach stochastic integration and calculus close to pathwise calculus. The origin of rough paths theory is purely deterministic, calculus via regularization is based on deterministic techniques but there is still a probability in the background. The goal of this paper is to establish a connection between stochastically controlled-type processes, a concept reminiscent from rough paths theory, and the so-called weak Dirichlet processes. As a by-product, we present the connection between rough and Stratonovich integrals for cadlag weak Dirichlet processes integrands and continuous semimartingales integrators.\",\"PeriodicalId\":263604,\"journal\":{\"name\":\"Journal of Stochastic Analysis\",\"volume\":\"38 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-06-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Stochastic Analysis\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.31390/JOSA.2.4.01\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Stochastic Analysis","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.31390/JOSA.2.4.01","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 3

摘要

正则化微积分和粗糙路径微积分是研究随机积分和近似路径微积分的两种方法。粗糙路径理论的起源是纯粹的确定性,通过正则化的微积分是基于确定性技术,但仍有一个概率的背景。本文的目标是建立随机控制型过程之间的联系,这是一个让人想起粗糙路径理论的概念,以及所谓的弱狄利克雷过程。作为一个副产品,我们给出了粗糙积分和Stratonovich积分之间的联系,这是关于cadlag弱Dirichlet过程积分和连续半鞅积分。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Rough Paths and Regularization
Calculus via regularizations and rough paths are two methods to approach stochastic integration and calculus close to pathwise calculus. The origin of rough paths theory is purely deterministic, calculus via regularization is based on deterministic techniques but there is still a probability in the background. The goal of this paper is to establish a connection between stochastically controlled-type processes, a concept reminiscent from rough paths theory, and the so-called weak Dirichlet processes. As a by-product, we present the connection between rough and Stratonovich integrals for cadlag weak Dirichlet processes integrands and continuous semimartingales integrators.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
期刊最新文献
Multiplication Operators by White Noise Delta Functions and Associated Differential Equations Random Variables with Overlapping Number and Weyl Algebras II Symmetric Functions Algebras (SFA) II: Induced Matrices Quantization of the Monotone Poisson Central Limit Theorem Applications of a Superposed Ornstein-Uhlenbeck Type Processes
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1