Zhe Chen

activity

20142026

most citedPathwise Stieltjes integrals of discontinuously evaluated stochastic processes

9 citations · 26 across the 13 of their papers we have counts for

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Showing 2014 · math.PRShow all

2 papers · 2 filters

math.PR2014★ 1 cited

Aspects of Stochastic Integration with Respect to Processes of Unbounded p-variation

Zhe Chen, Lauri Viitasaari

This paper deals with stochastic integrals of form $\int_{0}^{T} f (X_{u}) d Y_{u}$ in a case where the function $f$ has discontinuities, and hence the process $f (X)$ is usually of unbounded…

math.PR2014

Pathwise stochastic integrals and Itô formula for multidimensional Gaussian processes

Zhe Chen, Lauri Viitasaari

In this article we study existence of pathwise stochastic integrals with respect to a general class of $n$ -dimensional Gaussian processes and a wide class of adapted integrands. Mo…