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The topology of weak convergence does not account for the growth of information over time that is captured in the filtration of an adapted stochastic process.
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Signature moments to characterize laws of stochastic processes
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R Lasalle · 2018
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On a wasserstein-type distance between solutions to stochastic differential equations
J Bion-Nadal and D Talay · 2019
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All adapted topologies are equal
J. Backhoff-Veraguas, D. Bartl, M Beiglböck, and M Eder · 2019
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Canonical rdes and general semimartingales as rough paths
I Chevyrev and P Friz · 2019
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Compactness in adapted weak topologies, 2019
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