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Volumn 216, Issue 1, 2004, Pages 86-140

Controlling rough paths

Author keywords

Path wise stochastic integration; Rough path theory

Indexed keywords

EID: 4344654665 PISSN: 00221236 EISSN: None Source Type: Journal
DOI: 10.1016/j.jfa.2004.01.002 Document Type: Article

Times cited : (578)

References (11)

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2
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- On a relation between stochastic integration and geometric measure theory
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3
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- Continuity of the Itô map for Hölder rough paths with applications to the support theorem in Hölder norm
- preprint, math/0304501
- P.K. Friz, Continuity of the Itô map for Hölder rough paths with applications to the support theorem in Hölder norm, preprint, math/0304501
- Friz, P.K.¹

4
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- preprint, math/0308238
- P.K. Friz, N. Victoir, Approximations of the Brownian Rough Path with Applications to Stochastic Analysis, preprint, math/0308238
- Approximations of the Brownian Rough Path With Applications to Stochastic Analysis
- Friz, P.K.¹ Victoir, N.²

5
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- Sample Hölder continuity of stochastic processes and majorizing measures
- preprint
- S. Kwapień, J. Rosiński, Sample Hölder continuity of stochastic processes and majorizing measures, preprint
- Kwapień, S.¹ Rosiński, J.²

6
- 34247491747
- Smoothness of Itô map and simulated annealing on path spaces
- preprint
- X.D. Li, T.J. Lyons, Smoothness of Itô map and simulated annealing on path spaces, preprint
- Li, X.D.¹ Lyons, T.J.²

7
- 0032347402
- Differential equations driven by rough signals
- Lyons T.J. Differential equations driven by rough signals Rev. Mat. Iberoamericana 14 2 1998 215-310
- (1998) Rev. Mat. Iberoamericana , vol.14 , Issue.2 , pp. 215-310
- Lyons, T.J.¹

8
- 0004306406
- Oxford: Oxford University Press
- Lyons T.J. Qian Z. System Control and Rough Paths 2002 Oxford University Press Oxford
- (2002) System Control and Rough Paths
- Lyons, T.J.¹ Qian, Z.²

9
- 0004247178
- 3rd Edition Cambridge: Cambridge University Press
- Stroock D.W. Probability Theory 3rd Edition 1993 Cambridge University Press Cambridge
- (1993) Probability Theory
- Stroock, D.W.¹

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- (Ed.) Collected Papers of K.-T. Chen, Birkäuser, Boston 2001
- P.T. Tondeur, (Ed.) Collected Papers of K.-T. Chen, Birkäuser, Boston, 2001
- (2001)
- Tondeur, P.T.¹

11
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- An inequality of Hölder type, connected with Stieljes integration
- Young L.C. An inequality of Hölder type, connected with Stieljes integration Acta Math. 67 1936 251-282
- (1936) Acta Math. , vol.67 , pp. 251-282
- Young, L.C.¹

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