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Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes |
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| Affiliation: | 1. Facultad de Ciencias Físico-Matemáticas, Universidad Michoacana, Morelia 58060, Mexico;2. Instituto de Ciencias Matemáticas (ICMAT) and Departamento de Matemáticas, Universidad Carlos III de Madrid, Leganés 28911, Spain |
| Abstract: | |
| Keywords: | Composite stochastic process Generalised Stieltjes integral Fractional calculus Riemann–Liouville integral Fractional Sobolev space Gagliardo–Slobodeckij seminorm Fractional Sobolev–Slobodeckij space |
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