论文标题

Martingale Transforms的粗糙半明天和$ p $变化的估计

Rough semimartingales and $p$-variation estimates for martingale transforms

论文作者

Friz, Peter, Zorin-Kranich, Pavel

论文摘要

我们建立了针对Martingale Paraproducts,Martingale Transforms和Itô积分的新量表,这些量表在粗糙路径理论,随机分析和谐波分析中相关。作为一种应用,我们介绍了粗糙的半明天,对经典半障碍和(受控的)粗糙路径的共同概括及其整合理论。

We establish a new scale of $p$-variation estimates for martingale paraproducts, martingale transforms, and Itô integrals, of relevance in rough paths theory, stochastic, and harmonic analysis. As an application, we introduce rough semimartingales, a common generalization of classical semimartingales and (controlled) rough paths, and their integration theory.

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