Variability and the existence of rough integrals with irregular coefficients
Hinz M, Tölle JM, Viitasaari L (2025)
Electronic Communications in Probability 30: 1-12.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Autor*in
Hinz, MichaelUniBi;
Tölle, Jonas M.;
Viitasaari, Lauri
Einrichtung
Abstract / Bemerkung
Within the context of rough path analysis via fractional calculus, we show how variability can be used to prove the existence of integrals with respect to Hölder continuous multiplicative functionals in the case of Lipschitz coefficients with first order partial derivatives of bounded variation. We discuss applications to certain Gaussian processes, in particular, fractional Brownian motions with Hurst index
.
Stichworte
fractional Brownian motion;
fractional rough path integrals;
Functions of bounded variation;
Gaussian processes;
irregular multiplicative functionals;
variability
Erscheinungsjahr
2025
Zeitschriftentitel
Electronic Communications in Probability
Band
30
Seite(n)
1-12
eISSN
1083-589X
Page URI
https://pub.uni-bielefeld.de/record/3000846
Zitieren
Hinz M, Tölle JM, Viitasaari L. Variability and the existence of rough integrals with irregular coefficients. Electronic Communications in Probability . 2025;30:1-12.
Hinz, M., Tölle, J. M., & Viitasaari, L. (2025). Variability and the existence of rough integrals with irregular coefficients. Electronic Communications in Probability , 30, 1-12. https://doi.org/10.1214/25-ECP656
Hinz, Michael, Tölle, Jonas M., and Viitasaari, Lauri. 2025. “Variability and the existence of rough integrals with irregular coefficients”. Electronic Communications in Probability 30: 1-12.
Hinz, M., Tölle, J. M., and Viitasaari, L. (2025). Variability and the existence of rough integrals with irregular coefficients. Electronic Communications in Probability 30, 1-12.
Hinz, M., Tölle, J.M., & Viitasaari, L., 2025. Variability and the existence of rough integrals with irregular coefficients. Electronic Communications in Probability , 30, p 1-12.
M. Hinz, J.M. Tölle, and L. Viitasaari, “Variability and the existence of rough integrals with irregular coefficients”, Electronic Communications in Probability , vol. 30, 2025, pp. 1-12.
Hinz, M., Tölle, J.M., Viitasaari, L.: Variability and the existence of rough integrals with irregular coefficients. Electronic Communications in Probability . 30, 1-12 (2025).
Hinz, Michael, Tölle, Jonas M., and Viitasaari, Lauri. “Variability and the existence of rough integrals with irregular coefficients”. Electronic Communications in Probability 30 (2025): 1-12.
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