Rough paths and SPDE*
After a brief survey on rough paths theory, from the seminal paper of T. Lyons to its recent developments, this proceeding provides details on C. Bellingeri, Y. Bruned and A. Fermanian’s talks during the Journées MAS 2020: a new formulation and a generalization of the signature operator, an extensio...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2023-01-01
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| Series: | ESAIM: Proceedings and Surveys |
| Online Access: | https://www.esaim-proc.org/articles/proc/pdf/2023/03/proc230811.pdf |