Examples of renormalized SDEs

Examples of renormalized SDEs

We demonstrate two examples of stochastic processes whose lifts to geometric rough paths require a renormalisation procedure to obtain convergence in rough path topologies. Our first example involves a physical Brownian motion subject to a magnetic force which dominates over the friction forces in t...

Bibliografske podrobnosti
Main Authors:	Bruned, Y, Chevyrev, IA, Friz, PK
Format:	Conference item
Izdano:	Springer 2018

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