Construction and Skorohod representation of a fractional $K$-rough path
نویسندگان
چکیده
منابع مشابه
A construction of the rough path above fractional Brownian motion using Volterra's representation
Rough paths analysis is a theory introduced by Terry Lyons in the pioneering paper [11] which aims to solve differential equations driven by functions with finite p-variation with p > 1, or by Hölder continuous functions of order γ ∈ (0, 1). One possible shortcut to the rough path theory is the following summary (see [7, 8, 9, 12] for a complete construction). Given a γ-Hölder d-dimensional pro...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2017
ISSN: 1083-6489
DOI: 10.1214/17-ejp69