Integrability and tail estimates for Gaussian rough differential equations

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Annals of Probability_41_4_2013.pdf (245.48 KB)

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Author(s)

Cass, T

Litterer, C

Lyons, T

Type

Journal Article

Date Issued

2013-07-08

Citation

Annals of Probability, 2013, 41 (4), pp.3026-3050

URI

http://hdl.handle.net/10044/1/18623

URL

http://arxiv.org/abs/1104.1813

DOI

http://dx.doi.org/10.1214/12-AOP821

ISSN

0091-1798

Publisher

INST MATHEMATICAL STATISTICS

Start Page

3026

End Page

3050

Journal / Book Title

Annals of Probability

Volume

41

Issue

4

Copyright Statement

© Institute of Mathematical Statistics, 2013

License URL

http://www.rioxx.net/licenses/all-rights-reserved

Identifier

http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000322353200017&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202

Publication Status

Published