Curvilinear integrals along enriched paths

Electronic Journal of Probability

Volumn 11, Issue , 2006, Pages 860-892

  Feyel, Denis ^a   De La Pradelle, Arnaud ^b  

^a UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

Curvilinear integrals; Fractional Brownian motion; H lder continuity; Rough paths; Stochastic differential equations; Stochastic integrals

Indexed keywords

EID: 33749665074     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v11-356     Document Type: Article

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