Differential equations driven by Gaussian signals

DOI10.1214/09-AIHP202zbMath1202.60058arXiv0707.0313MaRDI QIDQ985327

Peter K. Friz, Nicolas Victoir

Publication date: 21 July 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.0313

zbMATH Keywords

Gaussian processes; rough paths

Mathematics Subject Classification ID

60G15: Gaussian processes

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H99: Stochastic analysis

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