Multidimensional Stochastic Processes as Rough Paths
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Publication:3407274
DOI10.1017/CBO9780511845079zbMath1193.60053OpenAlexW617501864MaRDI QIDQ3407274
Peter K. Friz, Nicolas Victoir
Publication date: 4 March 2010
Full work available at URL: https://doi.org/10.1017/cbo9780511845079
Brownian motionstochastic processesMalliavin calculusstochastic differential equationslarge deviationsstochastic flowsrough differential equationsrough path theorysupport theoremsgeometric rough paths
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Sample path properties (60G17) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of functional analysis in probability theory and statistics (46N30)
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