Functional integral solution of the complex diffusion equation with complex quadratic potential in a classical path space.
Abdul Aziz, Zainal (2001)
Bulletin of the Malaysian Mathematical Sciences Society. Second Series
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Abdul Aziz, Zainal (2001)
Bulletin of the Malaysian Mathematical Sciences Society. Second Series
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Joel Robbin, Dietmar Salamon (1996)
Mathematische Zeitschrift
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Peter Friz, Nicolas Victoir (2010)
Annales de l'I.H.P. Probabilités et statistiques
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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.
Erik G. F. Thomas (1994)
Acta Universitatis Carolinae. Mathematica et Physica
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François Trèves (1975)
Journées équations aux dérivées partielles
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G. Rozenblum, Michael Solomyak (1997)
Journées équations aux dérivées partielles
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Laure Coutin, Nicolas Victoir (2009)
ESAIM: Probability and Statistics
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We propose some construction of enhanced Gaussian processes using Karhunen-Loeve expansion. We obtain a characterization and some criterion of existence and uniqueness. Using rough-path theory, we derive some Wong-Zakai Theorem.
Matania Ben-Artzi, François Trèves (1992)
Journées équations aux dérivées partielles
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