Examples of Itô càdlàg rough paths
Examples of Itô càdlàg rough paths
Based on a dyadic approximation of Itô integrals, we show the existence of Itô cà dlà g rough paths above general semimartingales, suitable Gaussian processes, and nonnegative typical price paths. Furthermore, the LyonsâVictoir extension theorem for cà dlà g paths is presented, stating that every cà dlà g path of …