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Rough paths and regularization

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 نشر من قبل Francesco Russo
 تاريخ النشر 2021
  مجال البحث
والبحث باللغة English
 تأليف Andre Gomes




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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 c{`a}dl{`a}g weak Dirichlet processes integrands and continuous semimartingales integrators.



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