Rough paths via sewing Lemma
ESAIM: Probability and Statistics, Tome 16 (2012), pp. 479-526
Cet article a éte moissonné depuis la source Numdam
We present the rough path theory introduced by Lyons, using the swewing lemma of Feyel and de Lapradelle.
DOI :
10.1051/ps/2011108
Classification :
47E99, 60G15
Keywords: rough paths, differential equations
Keywords: rough paths, differential equations
@article{PS_2012__16__479_0,
author = {Coutin, Laure},
title = {Rough paths \protect\emph{via }sewing {Lemma}},
journal = {ESAIM: Probability and Statistics},
pages = {479--526},
year = {2012},
publisher = {EDP-Sciences},
volume = {16},
doi = {10.1051/ps/2011108},
zbl = {1277.47081},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1051/ps/2011108/}
}
Coutin, Laure. Rough paths via sewing Lemma. ESAIM: Probability and Statistics, Tome 16 (2012), pp. 479-526. doi: 10.1051/ps/2011108
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