Random walks and Lévy processes as rough paths
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Publication:2413248
DOI10.1007/s00440-017-0781-1zbMath1436.60087arXiv1510.09066OpenAlexW3102171950WikidataQ59614607 ScholiaQ59614607MaRDI QIDQ2413248
Publication date: 10 April 2018
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.09066
Lévy processesrandom walksstochastic flowsrough pathshomogeneous groupscharacteristic functions of signaturestightness of \(p\)-variation
Processes with independent increments; Lévy processes (60G51) Rough paths (60L20) Rough partial differential equations (60L50)
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