Physical Brownian motion in a magnetic field as a rough path
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Publication:2944921
DOI10.1090/S0002-9947-2015-06272-2zbMath1390.60257arXiv1302.2531WikidataQ56689336 ScholiaQ56689336MaRDI QIDQ2944921
Peter K. Friz, Terence J. Lyons, Paul Gassiat
Publication date: 8 September 2015
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.2531
60J65: Brownian motion
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H99: Stochastic analysis
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