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Constrained Rough Paths
| File | Description | Size | Format | |
|---|---|---|---|---|
 plmsaccepted.pdf | Accepted version | 766.82 kB | Adobe PDF | View/Open |
| Proc. London Math. Soc.-2015-Cass-1471-518.pdf | Published version | 557.55 kB | Adobe PDF | View/Open |
| Title: | Constrained Rough Paths |
| Authors: | Cass, T Driver, BK Litterer, C |
| Item Type: | Journal Article |
| Issue Date: | 4-Dec-2015 |
| Date of Acceptance: | 19-Aug-2015 |
| URI: | http://hdl.handle.net/10044/1/25944 |
| DOI: | https://dx.doi.org/10.1112/plms/pdv060 |
| ISSN: | 1460-244X |
| Publisher: | London Mathematical Society |
| Start Page: | 1471 |
| End Page: | 1518 |
| Journal / Book Title: | Proceedings of the London Mathematical Society |
| Volume: | 111 |
| Issue: | 6 |
| Copyright Statement: | © 2015 London Mathematical Society. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted reuse, distribution, and reproduction in any medium, provided the original work is properly cited. |
| Sponsor/Funder: | Engineering & Physical Science Research Council (EPSRC) |
| Funder's Grant Number: | EP/M00516X/1 |
| Keywords: | math.PR math.CA 60H30 (34F05, 58C07, 58J65) 0101 Pure Mathematics |
| Publication Status: | Published |
| Appears in Collections: | Financial Mathematics Faculty of Natural Sciences Mathematics |
This item is licensed under a Creative Commons License
