Geometric versus non-geometric rough paths

File(s)

1210.6294v3.pdf (605.47 KB)

Accepted version

Show more

Author(s)

Hairer, M

Kelly, D

Type

Journal Article

Date Issued

2015-02-01

URI

http://hdl.handle.net/10044/1/55152

DOI

https://dx.doi.org/10.1214/13-AIHP564

ISSN

0246-0203

Publisher

INST MATHEMATICAL STATISTICS

Start Page

207

End Page

251

Journal / Book Title

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES

Volume

51

Issue

1

Copyright Statement

Hairer, Martin; Kelly, David. Geometric versus non-geometric rough paths. Ann. Inst. H. Poincaré Probab. Statist. 51 (2015), no. 1, 207--251. doi:10.1214/13-AIHP564. https://projecteuclid.org/euclid.aihp/1421244404

Identifier

http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000348969500009&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202

Subjects

Science & Technology

Physical Sciences

Statistics & Probability

Mathematics

Rough paths

Hopf algebra

Integration

DIFFERENTIAL-EQUATIONS DRIVEN

BROWNIAN-MOTION

RENORMALIZATION

INTEGRALS

FORMULA

SIGNALS

TREES

math.PR

math.CA

60H10, 34K28, 16T05

0104 Statistics

Publication Status

Published