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• W2552894892 abstract "We develop a Fourier approach to rough path integration, based on the series decomposition of continuous functions in terms of Schauder functions. Our approach is rather elementary, the main ingredient being a simple commutator estimate, and it leads to recursive algorithms for the calculation of pathwise stochastic integrals, both of It^o and of Stratonovich type. We apply it to solve stochastic differential equations in a pathwise manner." @default.
• W2552894892 created "2016-11-30" @default.
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• W2552894892 date "2014-10-15" @default.
• W2552894892 modified "2023-09-27" @default.
• W2552894892 title "A Fourier approach to pathwise stochastic integration" @default.
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• W2552894892 hasPublicationYear "2014" @default.
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