Stochastic analysis, rough path analysis and fractional Brownian motions

Overview of attention for article published in Probability Theory and Related Fields, January 2002

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English

Rough path

Cited by user Horatio Boedihardjo on 26 Jul 2016

In stochastic analysis, a rough path is an analytical and algebraic object associated to an irregular path allowing one to define and study solutions to differential…

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