@article{AIHPB_2005__41_4_703_0,
author = {Friz, Peter and Victoir, Nicolas},
title = {Approximations of the brownian rough path with applications to stochastic analysis},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {703--724},
year = {2005},
publisher = {Elsevier},
volume = {41},
number = {4},
doi = {10.1016/j.anihpb.2004.05.003},
mrnumber = {2144230},
zbl = {1080.60021},
language = {en},
url = {https://www.numdam.org/articles/10.1016/j.anihpb.2004.05.003/}
}
TY - JOUR AU - Friz, Peter AU - Victoir, Nicolas TI - Approximations of the brownian rough path with applications to stochastic analysis JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2005 SP - 703 EP - 724 VL - 41 IS - 4 PB - Elsevier UR - https://www.numdam.org/articles/10.1016/j.anihpb.2004.05.003/ DO - 10.1016/j.anihpb.2004.05.003 LA - en ID - AIHPB_2005__41_4_703_0 ER -
%0 Journal Article %A Friz, Peter %A Victoir, Nicolas %T Approximations of the brownian rough path with applications to stochastic analysis %J Annales de l'I.H.P. Probabilités et statistiques %D 2005 %P 703-724 %V 41 %N 4 %I Elsevier %U https://www.numdam.org/articles/10.1016/j.anihpb.2004.05.003/ %R 10.1016/j.anihpb.2004.05.003 %G en %F AIHPB_2005__41_4_703_0
Friz, Peter; Victoir, Nicolas. Approximations of the brownian rough path with applications to stochastic analysis. Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 4, pp. 703-724. doi: 10.1016/j.anihpb.2004.05.003
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