Multidimensional Stochastic Processes as Rough Paths

DOI10.1017/CBO9780511845079zbMath1193.60053OpenAlexW617501864MaRDI QIDQ3407274

Publication date: 4 March 2010

Full work available at URL: https://doi.org/10.1017/cbo9780511845079

Brownian motion stochastic processes Malliavin calculus stochastic differential equations large deviations stochastic flows rough differential equations rough path theory support theorems geometric rough paths

Mathematics Subject Classification ID

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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