Abstract
We explain basic results in rough path analysis and their applications in stochastic analysis.
Information
Published: 1 January 2010
First available in Project Euclid: 24 November 2018
zbMATH: 1200.60043
MathSciNet: MR2605408
Digital Object Identifier: 10.2969/aspm/05710001
Subjects:
Primary:
34F05
,
60H05
,
60H10
,
93E03
Keywords:
rough path
,
Stochastic differential equation
Rights: Copyright © 2010 Mathematical Society of Japan
