Convergence rates for the full Gaussian rough paths-Reference-Cited by-同舟云学术

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Convergence rates for the full Gaussian rough paths

Published:2014-02-01 Issue:1 Volume:50 Page:
ISSN:0246-0203
Container-title:Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
language:
Short-container-title:Ann. Inst. H. Poincaré Probab. Statist.

Author:

Friz Peter,Riedel Sebastian

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdfview_1/euclid.aihp/1388545270

Cited by 31 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates;Stochastic Processes and their Applications;2024-09

2. Stochastic modified equations for symplectic methods applied to rough Hamiltonian systems;IMA Journal of Numerical Analysis;2024-05-23

3. Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes;Bernoulli;2024-05-01

4. On the Wiener chaos expansion of the signature of a Gaussian process;Probability Theory and Related Fields;2024-01-04

5. Rough McKean–Vlasov dynamics for robust ensemble Kalman filtering;The Annals of Applied Probability;2023-12-01

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