Abstract
Inspired by the fundamental work of T.J. Lyons, we develop a theory of curvilinear integrals along a new kind of enriched paths in $R^d$. We apply these methods to the fractional Brownian Motion, and prove a support theorem for SDE driven by the Skorohod fBM of Hurst parameter $H > 1/4$.
Citation
Denis Feyel. Arnaud de La Pradelle. "Curvilinear Integrals Along Enriched Paths." Electron. J. Probab. 11 860 - 892, 2006. https://doi.org/10.1214/EJP.v11-356
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