Work

Branched Itô formula and natural Itô-Stratonovich isomorphism

Year: 2025

Type: article

Source: Advances in Mathematics

DOI: 10.1016/j.aim.2025.110687

Authors: Carlo Bellingeri, Emilio Ferrucci, Nikolas Tapia

Institutions: Université de Haute-Alsace, University of Oxford, Humboldt-Universität zu Berlin, Weierstrass Institute for Applied Analysis and Stochastics

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Deutsche Forschungsgemeinschaft, Berlin Mathematics Research Center MATH+, Engineering and Physical Sciences Research Council

Awards: G2033548659, G5709080070, EXC 2046: MATH+: Berlin Mathematics Research Center, Unparameterised multi-modal data, high order signatures, and the mathematics of data science

OpenAlex ID: W4389500193

FWCI: 2.539

Cites: 61

Cited by: 9

Related to: 10