On (p,q)-rough paths

Author:

Lejay Antoine,Victoir Nicolas

Publisher

Elsevier BV

Subject

Analysis,Applied Mathematics

Reference21 articles.

1. Extending the Wong–Zakai theorem to reversible Markov processes;Bass;J. Eur. Math. Soc. (JEMS),2002

2. Asymptotic Analysis for Periodic Structures;Bensoussan,1978

3. Integration of paths—a faithful representation, of paths by noncommutative formal power series;Chen;Trans. Amer. Math. Soc.,1958

4. Semi-martingales and rough paths theory;Coutin;Electron. J. Probab.,2005

5. P. Friz, Continuity of the Itô-map for Hölder rough paths with applications to the support theorem in Hölder norm, Proc. of the IMA, 2005, math.PR/0304501, submitted for publication

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