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 pathsNature: 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,
$p$-variationNature: 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 equationNature: Original
