Complex analysis and rough paths

DOI10.5802/AMBP.343zbMATH Open1346.60077OpenAlexW2335673004MaRDI QIDQ744934FDOQ744934

Authors: Nicolas Marie 

Publication date: 12 October 2015

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5802/ambp.343

Recommendations

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• Multidimensional stochastic processes as rough paths. Theory and applications.

zbMATH Keywords

complex analysisCauchy's theoremgeometric rough pathsrough integral

Mathematics Subject Classification ID

Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Stochastic integrals (60H05) Rough paths (60L20)

Cites Work

• Controlling rough paths
• Multidimensional stochastic processes as rough paths. Theory and applications.
• System Control and Rough Paths
• An extension theorem to rough paths
• Hölder-continuous rough paths by Fourier normal ordering
• Regularity of Schramm-Loewner evolutions, annular crossings, and rough path theory
• The rough path associated to the multidimensional analytic fBm with any Hurst parameter
• Title not available (Why is that?)

Cited In (1)

• A new definition of rough paths on manifolds

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