Approximations of the brownian rough path with applications to stochastic analysis

Peter Friz; Nicolas Victoir

Annales de l'I.H.P. Probabilités et statistiques (2005)

  • Volume: 41, Issue: 4, page 703-724
  • ISSN: 0246-0203

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Friz, Peter, and Victoir, Nicolas. "Approximations of the brownian rough path with applications to stochastic analysis." Annales de l'I.H.P. Probabilités et statistiques 41.4 (2005): 703-724. <http://eudml.org/doc/77863>.

@article{Friz2005,
author = {Friz, Peter, Victoir, Nicolas},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {support theorem; large deviations; modulus of continuity of diffusions},
language = {eng},
number = {4},
pages = {703-724},
publisher = {Elsevier},
title = {Approximations of the brownian rough path with applications to stochastic analysis},
url = {http://eudml.org/doc/77863},
volume = {41},
year = {2005},
}

TY - JOUR
AU - Friz, Peter
AU - Victoir, Nicolas
TI - Approximations of the brownian rough path with applications to stochastic analysis
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2005
PB - Elsevier
VL - 41
IS - 4
SP - 703
EP - 724
LA - eng
KW - support theorem; large deviations; modulus of continuity of diffusions
UR - http://eudml.org/doc/77863
ER -

References

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