most citedQuasi-sure convergence theorem in -variation distance for stochastic differential equations

1 citations · 2 across the 2 of their papers we have counts for

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2 papers

math.CA2016★ 1 cited

Factorial Decay of Iterated Rough Integrals

Horatio Boedihardjo

In this complementary note to [1] (arXiv:1501.05641), we provide an alternative proof for the factorial decay estimate of iterated integrals for geometric rough paths without using…

math.PR2012★ 1 cited

Quasi-sure convergence theorem in -variation distance for stochastic differential equations

H. Boedihardjo, Z. Qian

In this paper by calculating carefully the capacities (defined by high order Sobolev norms on the Wiener space) for some functions of Brownian motion, we show that the dyadic appro…