Flow of diffeomorphisms induced by a geometric multiplicative functional

Probability Theory and Related Fields

Volumn 112, Issue 1, 1998, Pages 91-119

  Lyons, Terry ^a   Qian, Zhongmin ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038930852     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400050184     Document Type: Article

References (9)

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4. Ikeda, N., Watanabe, S.: Stochastic Differential Equations and Diffusion Processes. Tokyo: Kodansha. Amsterdam, Now York, Oxford: North-Holland (1981)
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6. Kunita, H.: Stochastic Flows and Stochastic Differential Equations. Cambridge Studies in Advanced Mathematics 24. Cambridge University Press (1990)
7. Lyons, T.J.: Differential equations driven by rough signals (I): An extension of an inequality of L.C.Young. Math. Research Letters 1, 451-464 (1994)
8. Lyons, T.J.: The interpretation and solution of ordinary differential equations driven by rough signals. Proc. of Symposia in Pure Math. vol.57, 115-128 (1995)
9. Lyons, T.J.: Differential equations driven by rough signals, to appear in Rev. Mat. Iberoamericana (1995)