Currently displaying 1 – 5 of 5

Showing per page

Order by Relevance | Title | Year of publication

Differential equations driven by gaussian signals

Peter FrizNicolas Victoir — 2010

Annales de l'I.H.P. Probabilités et statistiques

We consider multi-dimensional gaussian processes and give a new condition on the covariance, simple and sharp, for the existence of Lévy area(s). gaussian rough paths are constructed with a variety of weak and strong approximation results. Together with a new RKHS embedding, we obtain a powerful – yet conceptually simple – framework in which to analyze differential equations driven by gaussian signals in the rough paths sense.

Page 1

Download Results (CSV)