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...

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Dades bibliogràfiques
Autors principals: Bailleul Ismael, Bellingeri Carlo, Bruned Yvain, Fermanian Adeline, Marie Nicolas
Format: Article
Idioma:English
Publicat: EDP Sciences 2023-01-01
Col·lecció:ESAIM: Proceedings and Surveys
Accés en línia:https://www.esaim-proc.org/articles/proc/pdf/2023/03/proc230811.pdf