Smoothness of Itô maps and diffusion processes on path spaces (I)
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Publication:3421429
DOI10.1016/j.ansens.2006.07.001zbMath1127.60033OpenAlexW2022671909MaRDI QIDQ3421429
Terence J. Lyons, Xiang Dong Li
Publication date: 13 February 2007
Published in: Annales Scientifiques de l’École Normale Supérieure (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=ASENS_2006_4_39_4_649_0
Brownian motion (60J65) Sample path properties (60G17) Diffusion processes and stochastic analysis on manifolds (58J65)
Related Items (16)
Nonautonomous Young differential equations revisited ⋮ Short time kernel asymptotics for Young SDE by means of Watanabe distribution theory ⋮ Monotonic homotopy for trajectories of Young systems ⋮ Regularity of the Itô-Lyons map ⋮ Positivity of the density for rough differential equations ⋮ Sensitivity of rough differential equations: an approach through the omega lemma ⋮ Geometric aspects of Young integral: decomposition of flows ⋮ Laplace approximation for rough differential equation driven by fractional Brownian motion ⋮ An approximation to Wiener measure and quantization of the Hamiltonian on manifolds with non-positive sectional curvature ⋮ Rough integrators on Banach manifolds ⋮ Uniqueness for the signature of a path of bounded variation and the reduced path group ⋮ Controlled differential equations as Young integrals: a simple approach ⋮ Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion ⋮ Regular trajectories of Young systems ⋮ Yet another introduction to rough paths ⋮ A generalized change of variable formula for the Young integral
Cites Work
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- Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
- Differentiability of six operators on nonsmooth functions and \(p\)-variation. With the collaboration of Jinghua Qian
- A class of vector fields on path spaces
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- System Control and Rough Paths
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