An extension theorem to rough paths

DOI10.1016/J.ANIHPC.2006.07.004zbMath1134.60047OpenAlexW2038273787WikidataQ56689334 ScholiaQ56689334MaRDI QIDQ2467371

Nicolas Victoir, Terence J. Lyons

Publication date: 21 January 2008

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPC_2007__24_5_835_0

zbMATH Keywords

continuitydifferential equations\(p\)-variationrough paths

Mathematics Subject Classification ID

Sample path properties (60G17) Ordinary differential equations and systems with randomness (34F05) Applications of functional analysis in probability theory and statistics (46N30) Stochastic analysis (60H99) Differential equations in abstract spaces (34G99) Model systems in control theory (93C99)

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Cites Work

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• Hardy Spaces on Homogeneous Groups. (MN-28), Volume 28
• System Control and Rough Paths
• The Lévy area process for the free Brownian motion

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