A quasi-sure non-degeneracy property for the Brownian rough path
In the present paper, we are going to show that outside a slim set in the sense of Malliavin (or quasi-surely), the signature path (which consists of iterated path integrals in every degree) of Brownian motion is non-self-intersecting. This property relates closely to a non-degeneracy property for t...
| Những tác giả chính: | , , , |
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| Định dạng: | Journal article |
| Được phát hành: |
Springer Netherlands
2018
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