Lévy's area under conditioning
Annales de l'I.H.P. Probabilités et statistiques (2006)
- Volume: 42, Issue: 1, page 89-101
- ISSN: 0246-0203
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topFriz, P., Lyons, T., and Stroock, D.. "Lévy's area under conditioning." Annales de l'I.H.P. Probabilités et statistiques 42.1 (2006): 89-101. <http://eudml.org/doc/77889>.
@article{Friz2006,
author = {Friz, P., Lyons, T., Stroock, D.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Hölder topology; support theorem; rough path; Brownian motion},
language = {eng},
number = {1},
pages = {89-101},
publisher = {Elsevier},
title = {Lévy's area under conditioning},
url = {http://eudml.org/doc/77889},
volume = {42},
year = {2006},
}
TY - JOUR
AU - Friz, P.
AU - Lyons, T.
AU - Stroock, D.
TI - Lévy's area under conditioning
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2006
PB - Elsevier
VL - 42
IS - 1
SP - 89
EP - 101
LA - eng
KW - Hölder topology; support theorem; rough path; Brownian motion
UR - http://eudml.org/doc/77889
ER -
References
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