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Conference papers

Rough paths: an introduction using classical analysis

Antoine Lejay 1, 2
1 TOSCA
CNRS - Centre National de la Recherche Scientifique : UMR7502, INPL - Institut National Polytechnique de Lorraine, Université Nancy 2, UHP - Université Henri Poincaré - Nancy 1, CRISAM - Inria Sophia Antipolis - Méditerranée , INRIA Lorraine
Abstract : In this article, we give a simple presentation of the theory of rough paths, that relies only on simple considerations on integrals along smooth paths and convergence of families of Hölder continuous functions.
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Submitted on : Thursday, December 20, 2007 - 5:28:38 PM
Last modification on : Friday, February 4, 2022 - 3:09:12 AM
Long-term archiving on: : Monday, April 12, 2010 - 8:40:56 AM

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Antoine Lejay. Rough paths: an introduction using classical analysis. Numerical Nalaysus abd Applied Mathematics (ICNAAM), Sep 2007, Corfou, Greece. pp.339--342. ⟨inria-00200339⟩

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