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It\^o formula for planarly branched rough paths

math.PR · 2025-01-21 · conditional · novelty 6.0

Itô's formula holds for planarly branched rough paths with Hölder roughness between 1/4 and 1/2.

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It\^o formula for planarly branched rough paths math.PR · 2025-01-21 · conditional · none · ref 6
Itô's formula holds for planarly branched rough paths with Hölder roughness between 1/4 and 1/2.

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