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31
pages
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English
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Documents
Description
On rough paths above fractional Brownian motion Samy Tindel University of Nancy Stochastic Analysis Seminar - Oxford 2010 Joint work with: David Nualart Samy T. (Nancy) Rough paths above fBm Oxford 2010 1 / 31
- levy area
- stochastic analysis
- xn ?
- rough paths
- main result
- rough paths review
- heuristic considerations
- iterated integrals
- integrals
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Publié par
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Langue
English