16 citations · 34 across the 13 of their papers we have counts for
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math.PR2012
General Rough integration, Levy Rough paths and a Levy--Kintchine type formula
Peter Friz, Atul Shekhar
We consider rough paths with jumps. In particular, the analogue of Lyons' extension theorem and rough integration are established in a jump setting, offering a pathwise view on sto…
math.PR2012★ 16 cited
Doob--Meyer for rough paths
Peter Friz, Atul Shekhar
Recently, Hairer--Pillai proposed the notion of -roughness of a path which leads to a deterministic Norris lemma. In the Gubinelli framework (Hoelder, level 2) of rough paths, t…