An extension theorem to rough paths
DOI10.1016/J.ANIHPC.2006.07.004zbMATH Open1134.60047OpenAlexW2038273787WikidataQ56689334 ScholiaQ56689334MaRDI QIDQ2467371FDOQ2467371
Nicolas Victoir, Terence J. Lyons
Publication date: 21 January 2008
Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPC_2007__24_5_835_0
Applications of functional analysis in probability theory and statistics (46N30) Ordinary differential equations and systems with randomness (34F05) Sample path properties (60G17) Model systems in control theory (93C99) Stochastic analysis (60H99) Differential equations in abstract spaces (34G99)
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Cited In (37)
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- On Stratonovich and Skorohod stochastic calculus for Gaussian processes
- An isomorphism between branched and geometric rough paths
- A construction of the rough path above fractional Brownian motion using Volterra's representation
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