1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.FA2026
Functional representation and functional calculus for controlled paths
Anna Ananova, Rama Cont
We study the relation between non-anticipative functional calculus and compatible families of controlled paths. For a non-anticipative functional satisfying horizontal Lipschitz re…
math.PR2026
A pathwise Ito formula for weakly differentiable functions
Anna Ananova, Rama Cont
We prove a version of Föllmer's pathwise Itô formula for weakly differentiable functions of continuous paths with finite quadratic variation along a sequence of partitions. For eac…
math.PR2020★ 1 cited
Rough differential equations with path-dependent coefficients
Anna Ananova
We establish the existence of solutions to path-dependent rough differential equations with non-anticipative coefficients. Regularity assumptions on the coefficients are formulated…