Stochastic Calculus with respect to G-Brownian Motion Viewed through Rough Paths
classification
🧮 math.PR
keywords
motionbrownianrespectroughstochastictypecalculusestimated
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In this paper, we study rough path properties of stochastic integrals of It\^{o}'s type and Stratonovich's type with respect to $G$-Brownian motion. The roughness of $G$-Brownian Motion is estimated and then the pathwise Norris lemma in $G$-framework is obtained.
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