Spatial rough path lifts of stochastic convolutions
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Publication:6236836
arXiv1211.0046MaRDI QIDQ6236836
Peter K. Friz, Benjamin Gess, Archil Gulisashvili, Sebastian Riedel
Publication date: 31 October 2012
Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Trigonometric series of special types (positive coefficients, monotonic coefficients, etc.) (42A32)