A moment estimate of the derivative process in rough path theory
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Publication:2884438
DOI10.1090/S0002-9939-2011-11051-7zbMath1241.60026arXiv1007.4651MaRDI QIDQ2884438
Publication date: 29 May 2012
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1007.4651
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60G99)
Related Items
Integrability and tail estimates for Gaussian rough differential equations, Sensitivity of rough differential equations: an approach through the omega lemma, A converse to the neo-classical inequality with an application to the Mittag-Leffler function, Malliavin calculus and rough paths
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