Browse by: Author name - Classification - Keywords - Nature

4 matches found
XLI: 20, 421-438, LNM 1934 (2008)
FRIZ, Peter; VICTOIR, Nicolas
The Burkholder-Davis-Gundy inequality for enhanced martingales (Theory of martingales, Integration theory)
Nature: Original
XLII: 01, 1-101, LNM 1978 (2009)
LEJAY, Antoine
Yet another introduction to rough paths (Integration theory)
Keywords: Rough paths
Nature: Advanced course
XLIII: 11, 269-307, LNM 2006 (2011)
PAGÈS, Gilles; SELLAMI, Afef
Convergence of multi-dimensional quantized SDE's (Integration theory, Theory of processes)
Keywords: Functional quantization, Stochastic differential equations, Stratonovich integrals, Stationary quantizers, Rough paths, Itô map, Hölder semi-norm, $p$-variation
Nature: Original
XLIV: 11, 215-246, LNM 2046 (2012)
LEJAY, Antoine
Global solutions to rough differential equations with unbounded vector fields (Integration theory)
Keywords: Controlled differential equations, Rough paths, Euler scheme, Global solution to differential equation, Rough differential equation
Nature: Original