Rough paths via sewing Lemma

Laure Coutin

ESAIM: Probability and Statistics (2012)

  • Volume: 16, page 479-526
  • ISSN: 1292-8100

Abstract

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We present the rough path theory introduced by Lyons, using the swewing lemma of Feyel and de Lapradelle.

How to cite

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Coutin, Laure. "Rough paths via sewing Lemma." ESAIM: Probability and Statistics 16 (2012): 479-526. <http://eudml.org/doc/273611>.

@article{Coutin2012,
abstract = {We present the rough path theory introduced by Lyons, using the swewing lemma of Feyel and de Lapradelle.},
author = {Coutin, Laure},
journal = {ESAIM: Probability and Statistics},
keywords = {rough paths; differential equations; rough path theory; -variation; stochastic differential equations; -Hölder continuity},
language = {eng},
pages = {479-526},
publisher = {EDP-Sciences},
title = {Rough paths via sewing Lemma},
url = {http://eudml.org/doc/273611},
volume = {16},
year = {2012},
}

TY - JOUR
AU - Coutin, Laure
TI - Rough paths via sewing Lemma
JO - ESAIM: Probability and Statistics
PY - 2012
PB - EDP-Sciences
VL - 16
SP - 479
EP - 526
AB - We present the rough path theory introduced by Lyons, using the swewing lemma of Feyel and de Lapradelle.
LA - eng
KW - rough paths; differential equations; rough path theory; -variation; stochastic differential equations; -Hölder continuity
UR - http://eudml.org/doc/273611
ER -

References

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