Rough paths: an introduction using classical analysis - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Conference Papers Year : 2007

Rough paths: an introduction using classical analysis

Antoine Lejay

Abstract

In this article, we give a simple presentation of the theory of rough paths, that relies only on simple considerations on integrals along smooth paths and convergence of families of Hölder continuous functions.
Fichier principal
Vignette du fichier
icnaam-lejay.pdf (123.19 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

inria-00200339 , version 1 (20-12-2007)

Identifiers

  • HAL Id : inria-00200339 , version 1

Cite

Antoine Lejay. Rough paths: an introduction using classical analysis. Numerical Nalaysus abd Applied Mathematics (ICNAAM), Sep 2007, Corfou, Greece. pp.339--342. ⟨inria-00200339⟩
181 View
253 Download

Share

Gmail Facebook Twitter LinkedIn More