Título: Curvilinear Integrals Along Enriched Paths
Autores: Feyel, Denis; Université d'Evry
de La Pradelle, Arnaud; Université Pierre-et-Marie-Curie
Fecha: 2006-01-01
Publicador: Electronic journal of probability
Fuente:
Tipo: Peer-reviewed Article

Tema: Curvilinear integrals, H"older continuity, rough paths, stochastic integrals, stochastic differential equations, fractional Brownian motion.
26B20, 26B35, 34A26, 46N30, 53A04,60G15, 60H10.
Descripción: Inspired by the fundamental work of T.J. Lyons, we develop a theory of curvilinear integrals along a new kind of enriched paths in $R^d$. We apply these methods to the fractional Brownian Motion, and prove a support theorem for SDE driven by the Skorohod fBM of Hurst parameter $H > 1/4$.
Idioma: No aplica

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