@article{AIHPC_2007__24_5_835_0,
author = {Lyons, Terry and Victoir, Nicolas},
title = {An extension theorem to rough paths},
journal = {Annales de l'I.H.P. Analyse non lin\'eaire},
pages = {835--847},
year = {2007},
publisher = {Elsevier},
volume = {24},
number = {5},
doi = {10.1016/j.anihpc.2006.07.004},
mrnumber = {2348055},
zbl = {1134.60047},
language = {en},
url = {https://www.numdam.org/articles/10.1016/j.anihpc.2006.07.004/}
}
TY - JOUR AU - Lyons, Terry AU - Victoir, Nicolas TI - An extension theorem to rough paths JO - Annales de l'I.H.P. Analyse non linéaire PY - 2007 SP - 835 EP - 847 VL - 24 IS - 5 PB - Elsevier UR - https://www.numdam.org/articles/10.1016/j.anihpc.2006.07.004/ DO - 10.1016/j.anihpc.2006.07.004 LA - en ID - AIHPC_2007__24_5_835_0 ER -
%0 Journal Article %A Lyons, Terry %A Victoir, Nicolas %T An extension theorem to rough paths %J Annales de l'I.H.P. Analyse non linéaire %D 2007 %P 835-847 %V 24 %N 5 %I Elsevier %U https://www.numdam.org/articles/10.1016/j.anihpc.2006.07.004/ %R 10.1016/j.anihpc.2006.07.004 %G en %F AIHPC_2007__24_5_835_0
Lyons, Terry; Victoir, Nicolas. An extension theorem to rough paths. Annales de l'I.H.P. Analyse non linéaire, Tome 24 (2007) no. 5, pp. 835-847. doi: 10.1016/j.anihpc.2006.07.004
[1] , , , Extending the Wong-Zakai theorem to reversible Markov processes, J. Eur. Math. Soc. 4 (2002) 237-269. | Zbl
[2] , , The Lévy area process for the free Brownian motion, J. Funct. Anal. 179 (1) (2001) 153-169. | Zbl | MR
[3] , , Stochastic analysis, rough path analysis and fractional Brownian motions, Probab. Theory Related Fields 122 (1) (2002) 108-140. | Zbl | MR
[4] , Liens entre équations différentielles stochastiques et ordinaires, Ann. Inst. H. Poincaré 13 (1977) 99-125. | Zbl | MR | Numdam
[5] , , Hardy spaces on homogeneous groups, Math. Notes 28 (1982). | Zbl | MR
[6] P. Friz, N. Victoir, On the notion of geometric rough paths, preprint, 2004.
[7] , Carnot-Caratheodory spaces seen from within, in: , (Eds.), Sub-Riemannian Geometry, Progress in Mathematics, vol. 144, Birkhäuser, 1996, pp. 79-323. | Zbl
[8] , , Stochastic area for Brownian motion on the Sierpinski gasket, Ann. Probab. 26 (1) (1998) 132-148. | Zbl | MR
[9] , , Brownian Motion and Stochastic Calculus, Graduate Texts in Mathematics, vol. 113, second ed., Springer-Verlag, New York, 1991. | Zbl | MR
[10] , , , Lévy area of Wiener processes in Banach spaces, Ann. Probab. 30 (2) (2002) 546-578. | Zbl | MR
[11] , Introduction to Rough Paths, Séminaire de probabilités, Lecture Notes in Mathematics, vol. XXXVII, 2003. | Zbl | MR
[12] , Differential equations driven by rough signals, Rev. Mat. Iberoamericana 14 (2) (1998) 215-310. | Zbl | MR
[13] , , System Control and Rough Paths, Oxford University Press, 2002. | Zbl | MR
[14] , Free Lie Algebras, London Mathematical Society Monographs (N.S.), vol. 7, Oxford Science Publications, 1993. | Zbl | MR
[15] , Lie Algebras and Lie Groups, Lecture Notes in Mathematics, vol. 1500, 1992. | Zbl | MR
[16] , On the gap between deterministic and stochastic ordinary differential equations, Ann. Probab. 6 (1978) 19-41. | Zbl | MR
[17] , Lie Groups, Lie Algebras, and their Representations, Graduate Texts in Mathematics, vol. 102, 1984. | Zbl | MR
[18] N.B. Victoir, Levy area for the free Brownian motion: existence and non-existence, J. Funct. Anal., in press. | Zbl
Cité par Sources :






