Multidimensional stochastic processes as rough paths. Theory and applications. (Q3407274)
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scientific article; zbMATH DE number 5677244
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| English | Multidimensional stochastic processes as rough paths. Theory and applications. |
scientific article; zbMATH DE number 5677244 |
Statements
Multidimensional Stochastic Processes as Rough Paths (English)
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4 March 2010
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rough path theory
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stochastic differential equations
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rough differential equations
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geometric rough paths
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Brownian motion
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stochastic processes
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stochastic flows
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large deviations
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support theorems
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Malliavin calculus
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0.876996636390686
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0.8567879796028137
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0.8512699604034424
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0.8377407193183899
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