PATH INTEGRATION ALONG ROUGH PATHS

Author(s):  
Terry Lyons ◽  
Zhongmin Qian
Keyword(s):  
2017 ◽  
Vol 29 (5) ◽  
pp. 1163-1175 ◽  
Author(s):  
Yu Ito

AbstractWe develop a fractional calculus approach to rough path analysis, introduced by Y. Hu and D. Nualart [6], and show that our integration can be generalized so that it is consistent with the rough path integration introduced by M. Gubinelli [5].


2012 ◽  
Author(s):  
Xiaoli Chen ◽  
Timothy P. McNamara ◽  
Jonathan W. Kelly
Keyword(s):  

2006 ◽  
Author(s):  
Xiaoang Irene Wan ◽  
Ranxiao Frances Wang ◽  
James A. Crowell

1991 ◽  
Vol 32 (8) ◽  
pp. 1984-1997 ◽  
Author(s):  
Christian Grosche
Keyword(s):  

2010 ◽  
Vol 20 (15) ◽  
pp. 1368-1371 ◽  
Author(s):  
Martin Müller ◽  
Rüdiger Wehner

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