We present the rough path theory introduced by Lyons, using the swewing lemma of Feyel and de Lapradelle.
Classification : 47E99, 60G15
Mots clés : rough paths, differential equations
@article{PS_2012__16__479_0,
author = {Coutin, Laure},
title = {Rough paths via sewing {Lemma}},
journal = {ESAIM: Probability and Statistics},
pages = {479--526},
publisher = {EDP-Sciences},
volume = {16},
year = {2012},
doi = {10.1051/ps/2011108},
zbl = {1277.47081},
language = {en},
url = {http://archive.numdam.org/articles/10.1051/ps/2011108/}
}
TY - JOUR AU - Coutin, Laure TI - Rough paths via sewing Lemma JO - ESAIM: Probability and Statistics PY - 2012 DA - 2012/// SP - 479 EP - 526 VL - 16 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/ps/2011108/ UR - https://zbmath.org/?q=an%3A1277.47081 UR - https://doi.org/10.1051/ps/2011108 DO - 10.1051/ps/2011108 LA - en ID - PS_2012__16__479_0 ER -
Coutin, Laure. Rough paths via sewing Lemma. ESAIM: Probability and Statistics, Tome 16 (2012), pp. 479-526. doi : 10.1051/ps/2011108. http://archive.numdam.org/articles/10.1051/ps/2011108/
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