A pathwise change-of-variable formula on manifolds for paths with finite p-th variation, with the p-th variation tensor as correction term, extending Föllmer's calculus to arbitrary order and to curved spaces.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2026 1verdicts
ACCEPT 1representative citing papers
citing papers explorer
-
Higher-order variation and pathwise Ito calculus on manifolds
A pathwise change-of-variable formula on manifolds for paths with finite p-th variation, with the p-th variation tensor as correction term, extending Föllmer's calculus to arbitrary order and to curved spaces.