Approximations of the Brownian rough path with applications to stochastic analysis
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Publication:2485743
DOI10.1016/j.anihpb.2004.05.003zbMath1080.60021arXivmath/0308238OpenAlexW1994574240MaRDI QIDQ2485743
Nicolas Victoir, Peter K. Friz
Publication date: 5 August 2005
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0308238
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Rough paths (60L20)
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