The rough paths theory gives an almost deterministic purpose of perspective around integrale stochastic, as opposed to the semi-martingale approach, which is highly probabilistic generally. The rough paths theory is a powerful method that allows one to define noisy systems in a wide variety of situations (well beyond the Brownian motion case).
The rough paths theory gives an almost deterministic purpose of perspective around integrale stochastic, as opposed to the semi-martingale approach, which is highly probabilistic generally. The rough paths theory is a powerful method that allows one to define noisy systems in a wide variety of situations (well beyond the Brownian motion case).
