## Electronic Journal of Probability

### Curvilinear Integrals Along Enriched Paths

#### 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 $H > 1/4$.

#### Article information

Source
Electron. J. Probab., Volume 11 (2006), paper no. 34, 860-892.

Dates
Accepted: 6 October 2006
First available in Project Euclid: 31 May 2016

https://projecteuclid.org/euclid.ejp/1464730569

Digital Object Identifier
doi:10.1214/EJP.v11-356

Mathematical Reviews number (MathSciNet)
MR2261056

Zentralblatt MATH identifier
1110.60031

Rights

#### Citation

Feyel, Denis; de La Pradelle, Arnaud. Curvilinear Integrals Along Enriched Paths. Electron. J. Probab. 11 (2006), paper no. 34, 860--892. doi:10.1214/EJP.v11-356. https://projecteuclid.org/euclid.ejp/1464730569

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