Complex analysis and rough paths

DOI10.5802/AMBP.343MaRDI QIDQ744934zbMATH OpenOpenAlexFDO

Authors Nicolas Marie

Publication date 12 October 2015

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

Copyright license Creative Commons Attribution 4.0 International

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

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)

Recommendations

• Yet another introduction to rough paths
• An algebraic approach to integration of geometric rough paths
• The rough path associated to the multidimensional analytic fBm with any Hurst parameter
• On \((p,q)\)-rough paths
• Multidimensional stochastic processes as rough paths. Theory and applications.

Cites work

• scientific article; zbMATH DE number 1932057 (Why is no real title available?)
• An extension theorem to rough paths
• Controlling rough paths
• Hölder-continuous rough paths by Fourier normal ordering
• Multidimensional stochastic processes as rough paths. Theory and applications.
• Regularity of Schramm-Loewner evolutions, annular crossings, and rough path theory
• System Control and Rough Paths
• The rough path associated to the multidimensional analytic fBm with any Hurst parameter

Cited in

(1)

• A new definition of rough paths on manifolds

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