Delay equations driven by rough paths.

Neuenkirch, Andreas; Nourdin, Ivan; Tindel, Samy

Electronic Journal of Probability [electronic only] (2008)

  • Volume: 13, page 2031-2068
  • ISSN: 1083-589X

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Neuenkirch, Andreas, Nourdin, Ivan, and Tindel, Samy. "Delay equations driven by rough paths.." Electronic Journal of Probability [electronic only] 13 (2008): 2031-2068. <http://eudml.org/doc/227902>.

@article{Neuenkirch2008,
author = {Neuenkirch, Andreas, Nourdin, Ivan, Tindel, Samy},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {rough paths theory; delay equation; fractional Brownian motion; Malliavin calculus},
language = {eng},
pages = {2031-2068},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Delay equations driven by rough paths.},
url = {http://eudml.org/doc/227902},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Neuenkirch, Andreas
AU - Nourdin, Ivan
AU - Tindel, Samy
TI - Delay equations driven by rough paths.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 2031
EP - 2068
LA - eng
KW - rough paths theory; delay equation; fractional Brownian motion; Malliavin calculus
UR - http://eudml.org/doc/227902
ER -

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