Approximations of the brownian rough path with applications to stochastic analysis

Friz, Peter; Victoir, Nicolas

doi:10.1016/j.anihpb.2004.05.003

Friz, Peter ; Victoir, Nicolas

Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 4, pp. 703-724.

MR Zbl | 5 citations dans Numdam

DOI : 10.1016/j.anihpb.2004.05.003

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     title = {Approximations of the brownian rough path with applications to stochastic analysis},
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     pages = {703--724},
     publisher = {Elsevier},
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Friz, Peter; Victoir, Nicolas. Approximations of the brownian rough path with applications to stochastic analysis. Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 4, pp. 703-724. doi : 10.1016/j.anihpb.2004.05.003. http://www.numdam.org/articles/10.1016/j.anihpb.2004.05.003/

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