Lévy's area under conditioning

DOI10.1016/j.anihpb.2005.02.003zbMath1099.60054OpenAlexW1980406213MaRDI QIDQ2490108

Peter K. Friz, Daniel W. Stroock, Terence J. Lyons

Publication date: 28 April 2006

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2006__42_1_89_0

zbMATH Keywords

Brownian motionsupport theoremrough pathHölder topology

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (12)

Good rough path sequences and applications to anticipating stochastic calculus ⋮ Support theorem for a singular SPDE: the case of gPAM ⋮ Tube estimates for diffusion processes under a weak Hörmander condition ⋮ A variation embedding theorem and applications ⋮ A (rough) pathwise approach to a class of non-linear stochastic partial differential equations ⋮ Rough path stability of (semi-)linear SPDEs ⋮ On uniformly subelliptic operators and stochastic area ⋮ Euler estimates for rough differential equations ⋮ Densities for rough differential equations under Hörmander's condition ⋮ Tube estimates for diffusions under a local strong Hörmander condition ⋮ Non-degeneracy of Wiener functionals arising from rough differential equations ⋮ Partial differential equations driven by rough paths

This page was built for publication: Lévy's area under conditioning