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An Introduction to Rough Paths
Abstract : This article aims to be an introduction to the theory of rough paths, in which integrals of differential forms against irregular paths and differential equations controlled by irregular paths are defined. This theory makes use of an extension of the notion of iterated integrals of the paths, whose algebraic properties appear to be fundamental. This theory is well-suited for stochastic processes.
Cited literature [48 references]
https://hal.inria.fr/inria-00102184
Contributor : Antoine Lejay Connect in order to contact the contributor
Submitted on : Wednesday, February 25, 2009 - 2:12:55 PM
Last modification on : Friday, February 4, 2022 - 3:23:21 AM
Long-term archiving on: : Monday, April 5, 2010 - 11:57:09 PM
Contributor : Antoine Lejay Connect in order to contact the contributor
Submitted on : Wednesday, February 25, 2009 - 2:12:55 PM
Last modification on : Friday, February 4, 2022 - 3:23:21 AM
Long-term archiving on: : Monday, April 5, 2010 - 11:57:09 PM
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