On rough paths above fractional Brownian motion

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On rough paths above fractional Brownian motion Samy Tindel University of Nancy Stochastic Analysis Seminar - Oxford 2010 Joint work with: David Nualart Samy T. (Nancy) Rough paths above fBm Oxford 2010 1 / 31

  • levy area

  • stochastic analysis

  • xn ?

  • rough paths

  • main result

  • rough paths review

  • heuristic considerations

  • iterated integrals

  • integrals


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Publié par
Nombre de lectures 11
Langue English
Signaler un problème
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On rough paths above fractional Brownian motion
Samy Tindel
University of Nancy
Stochastic Analysis Seminar - Oxford 2010
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Joint work with: David Nualart
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Sketch of the talk
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Introduction Brief rough paths review Rough paths and fractional Brownian motion Aim of the talk
1
2
Divergence of the Levy area: heuristic considerations
Rough paths construction forH14 Main result Construction of the Levy area Perspectives
3
Rough paths construction forH14 Main result Construction of the Levy area Perspectives
3
Introduction Brief rough paths review Rough paths and fractional Brownian motion Aim of the talk
1
Sketch
2
Divergence of the Levy area: heuristic considerations
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