SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Yet another introduction to rough paths · Study

ChapterShelves

ChapterYet another introduction to rough paths

Antoine Lejay2009

OA

Chaptergreen2009

Yet another introduction to rough paths

24 citations·0/0 files stored·Lecture notes in mathematics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Geometric Analysis and Curvature Flows Mathematical and Theoretical Analysis

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 24 citations exist upstream.

References

1983Stochastic Differential Equations and Diffusion Processes 1998Differential equations driven by rough signals 2010Multidimensional Stochastic Processes as Rough Paths 2004Controlling rough paths 2002System Control and Rough Paths 1984Large Deviations and the Malliavin Calculus 2007Differential Equations Driven by Rough Paths 2002Stochastic analysis, rough path analysis and fractional Brownian motions

Cited by

2009On rough differential equations

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2009Rough path limits of the Wong–Zakai type with a modified drift termarticle · 9 shared references 2014Evolving communities with individual preferencesarticle · 9 shared references 2014Flows Driven by Banach Space-Valued Rough Pathschapter · 9 shared references 2015Rough differential equations driven by signals in Besov spacesarticle · 9 shared references 2015Flows driven by rough pathsarticle · 8 shared references 2007Euler estimates for rough differential equationsarticle · 8 shared references

Details

Year2009

Typechapter

Published2009-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languageen

Citations24

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/978-3-642-01763-6_1

openalex_workW192873577

Links

Imported from OpenAlex (CC0) — nothing here is generated.