An extension theorem to rough paths

From MaRDI portal
Publication:2467371

DOI10.1016/j.anihpc.2006.07.004zbMath1134.60047OpenAlexW2038273787WikidataQ56689334 ScholiaQ56689334MaRDI QIDQ2467371

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



Related Items

Transport and continuity equations with (very) rough noise, A renormalized rough path over fractional Brownian motion, Renormalisation from non-geometric to geometric rough paths, The Sewing lemma for \(0 < \gamma \leq 1\), On Stratonovich and Skorohod stochastic calculus for Gaussian processes, Evolving communities with individual preferences, Optimal extension to Sobolev rough paths, Sensitivity of rough differential equations: an approach through the omega lemma, Rough differential equations with path-dependent coefficients, Quasi-geometric rough paths and rough change of variable formula, From constructive field theory to fractional stochastic calculus. I: An introduction: Rough path theory and perturbative heuristics, Time reversal of Volterra processes driven stochastic differential equations, Solving Rough Differential Equations with the Theory of Regularity Structures, Differential structure and flow equations on rough path space, A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations, A theory of regularity structures, From constructive field theory to fractional stochastic calculus. II: Constructive proof of convergence for the Lévy area of fractional Brownian motion with Hurst index \(\alpha \in \left(\frac{1}{8},\frac{1}{4}\right)\), The Signature Kernel Is the Solution of a Goursat PDE, A construction of the rough path above fractional Brownian motion using Volterra's representation, Geometric versus non-geometric rough paths, Hölder-continuous rough paths by Fourier normal ordering, Examples of Itô càdlàg rough paths, A note on the notion of geometric rough paths, Characterization of nonlinear Besov spaces, Stochastic analysis with modelled distributions, Complex analysis and rough paths, Paracontrolled calculus and regularity structures. II, On the signature and cubature of the fractional Brownian motion for \(H > \frac{1}{2}\), An isomorphism between branched and geometric rough paths, Yet another introduction to rough paths, Constructing general rough differential equations through flow approximations, On the signature of a path in an operator algebra



Cites Work