Book contents
- Frontmatter
- Contents
- Preface
- Introduction
- The story in a nutshell
- I Basics
- 1 Continuous paths of bounded variation
- 2 Riemann–Stieltjes integration
- 3 Ordinary differential equations
- 4 ODEs: smoothness
- 5 Variation and Hölder spaces
- 6 Young integration
- II Abstract theory of rough paths
- III Stochastic processes lifted to rough paths
- IV Applications to stochastic analysis
- Appendices
- Frequently used notation
- References
- Index
6 - Young integration
from I - Basics
Published online by Cambridge University Press: 05 June 2012
Book contents
- Frontmatter
- Contents
- Preface
- Introduction
- The story in a nutshell
- I Basics
- 1 Continuous paths of bounded variation
- 2 Riemann–Stieltjes integration
- 3 Ordinary differential equations
- 4 ODEs: smoothness
- 5 Variation and Hölder spaces
- 6 Young integration
- II Abstract theory of rough paths
- III Stochastic processes lifted to rough paths
- IV Applications to stochastic analysis
- Appendices
- Frequently used notation
- References
- Index
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- Multidimensional Stochastic Processes as Rough PathsTheory and Applications, pp. 112 - 122Publisher: Cambridge University PressPrint publication year: 2010