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

How to cite


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. <>.

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 = {},
volume = {41},
year = {2005},

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 -
ER -


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