Rough paths via sewing Lemma
ESAIM: Probability and Statistics, Tome 16 (2012), pp. 479-526

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Zbl

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
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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     author = {Coutin, Laure},
     title = {Rough paths \protect\emph{via }sewing {Lemma}},
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     pages = {479--526},
     year = {2012},
     publisher = {EDP-Sciences},
     volume = {16},
     doi = {10.1051/ps/2011108},
     zbl = {1277.47081},
     language = {en},
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