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searching for Càdlàg 2 found (43 total)

alternate case: càdlàg

Hitting time (623 words) [view diff] exact match in snippet view article find links to article

such stopping time there exists an adapted, non-increasing process with càdlàg (RCLL) paths that takes the values 0 and 1 only, such that the hitting time

Damiano Brigo (4,859 words) [view diff] exact match in snippet view article find links to article

41(12), 2009-2022. Andrew L. Allan, Chong Liu, David J. Prömel (2023). A Càdlàg Rough Path Foundation for Robust Finance. To appear in Finance and Stochastics