A note on the notion of geometric rough paths
- Author
- FRIZ, Peter1 ; VICTOIR, Nicolas2
[1] Statistical Laboratory, University of Cambridge, Wilberforce Road, CB3 0WB, United Kingdom
[2] Mathematical Institute, University of Oxford, 24-29 St Giles, OX1 3LB, United Kingdom - Source
Probability theory and related fields. 2006, Vol 136, Num 3, pp 395-416, 22 p ; ref : 27 ref
- CODEN
- PTRFEU
- ISSN
- 0178-8051
- Scientific domain
- Mathematics
- Publisher
- Springer, Berlin
/
Springer, Heidelberg
/
Springer, New York, NY
- Publication country
- Germany
- Document type
- Article
- Language
- English
- Keyword (fr)
- Espace Hölder Théorie probabilité Chemin rugueux Géométrie sous Riemann Mouvement brownien fractionnaire Variation bornée
- Keyword (en)
- Hölder space Probability theory Rough path Fractional brownian motion
- Keyword (es)
- Espacio Hölder Teoría probabilidad
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02F Geometry / 001A02F03 Differential geometry
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02I Numerical analysis. Scientific computation / 001A02I01 Numerical analysis / 001A02I01D Numerical approximation
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 18121855
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1007/s00440-005-0487-7 
https://dx.doi.org/10.1007/s00440-005-0487-7
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