A quasi-sure non-degeneracy property for the Brownian rough path
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Publication:2312624
DOI10.1007/s11118-018-9699-1zbMath1465.60045arXiv1603.00662OpenAlexW2963860190MaRDI QIDQ2312624
Zhongmin Qian, Xuan Liu, Horatio Boedihardjo, X. Geng
Publication date: 17 July 2019
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.00662
Probabilistic potential theory (60J45) Sample path properties (60G17) Stochastic calculus of variations and the Malliavin calculus (60H07) Rough paths (60L20)
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