Physical Brownian motion in a magnetic field as a rough path

DOI10.1090/S0002-9947-2015-06272-2zbMath1390.60257arXiv1302.2531WikidataQ56689336 ScholiaQ56689336MaRDI QIDQ2944921

Peter K. Friz, Terence J. Lyons, Paul Gassiat

Publication date: 8 September 2015

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.2531

zbMATH Keywords

homogenizationLévy's areaphysical Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic analysis (60H99)

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