Rough path analysis via fractional calculus (Q3625582)

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Rough path analysis via fractional calculus
scientific article

    Statements

    title
    Rough path analysis via fractional calculus (English)
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    author
    David Nualart
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    Yaozhong Hu
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    publication date
    5 May 2009
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    zbMATH Keywords
    rough path
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    fractional calculus
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    integral
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    integration by parts
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    differential equation
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    stability
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    stochastic differential equation
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    Wong-Zakai approximation
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    convergence rate
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    Identifiers

    Mathematics Subject Classification ID
    60L20
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    60H10
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    60H05
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    26A42
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    26A33
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    46E35
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    zbMATH DE Number
    5551123
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    arXiv ID
    math/0602050
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