Approximations of the Brownian rough path with applications to stochastic analysis

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 41, Issue 4, 2005, Pages 703-724

  Friz, Peter ^a   Victoir, Nicolas ^b  

^a Magdalen College ^*  (United States)

^b MAGDALEN COLLEGE   (United Kingdom)

Author keywords

Large deviation; Modulus of continuity of diffusions; Rough paths; Support theorem

Indexed keywords

EID: 19344371593     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpb.2004.05.003     Document Type: Article

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