An Introduction to Rough Paths
By Antoine Lejay. 2003
125 citations recorded by the source corpus.
Subfields: Applied Mathematics, Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/259a2a5ae183bf9d9332531ca43de54a1cad7221
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- Massimiliano Gubinelli
- Samy Tindel
- David Nualart
- Yaozhong Hu
- Jorge A. León
- Laure Coutin
- Antoine Lejay
- Terry Lyons
In Finance
- David Nualart
- Peter K. Friz
- Samy Tindel
- Yaozhong Hu
- Massimiliano Gubinelli
- Antoine Lejay
- Nicolas Victoir
- Martin Hairer
In Mathematical Physics
- Antoine Lejay
- David Nualart
- Yaozhong Hu
- Samy Tindel
- Peter K. Friz
- Massimiliano Gubinelli
- Terry Lyons
- Nicolas Victoir
Citations in the corpus
- Rough path analysis via fractional calculus (2006, methodology): “There is an extensive literature on rough path analysis, which includes the reference book by Lyons and Qian [13], the review paper by Lejay [8], the Saint Flour lecture notes by Lyons [11] and the more algebraic approach presented by Gubinelli in [5].”
- Ramification of rough paths (2006, methodology): “For an exposition see the work of Lyons cited above, the book of Lyons and Qian [26], the introductory article of Lejay [25].”
- An extension theorem to rough paths (2007, background): “Rough paths theory [12,13,11] gives a meaning to Eq.”
- Malliavin Calculus for Fractional Delay Equations (2009, background): “As far as the rough case is concerned (see [22] and [23]), an existence and uniqueness result is given in [27] for a Hurst parameter H > 1/3, and [36] extends this result to H > 1/4.”
- Large deviations for rough paths of the fractional Brownian motion (2004, background): “We refer the reader to [15] and [13], where the basic ingredients of the theory are presented.”
- Semi-martingales and rough paths theory (2005, background): “We refer the reader to [21, 19] or [16] for a detailed insight on the theory of rough paths and the objects we introduce now.”
- Controlled differential equations as Young integrals: A simple approach (2010, unknown): “In this subject, see [11, 16, 17, 21–23].”
- Discretely sampled signals and the rough Hoff process (2013, background): “For a more detailed overview of the theory we direct the reader to [8, 11, 16, 18, 20, 22] among many others.”