Concepedia

Large deviations and support theorem for diffusion processes via rough paths

Michel Ledoux, Zhongmin Qian, Ting-Lin Zhang

Stochastic Processes and their Applications · 2002 · 107 citations · 6 references

DOI

Concepts

References

6

Differential equations driven by rough signals

Terry Lyons · Revista Matemática Iberoamericana · 1998 · 1.1K citations · Full text

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Stochastic analysis, rough path analysis and fractional Brownian motions

Laure Coutin, Zhongmin Qian · Probability Theory and Related Fields · 2002 · 330 citations · Full text

, , +16

Lévy area of Wiener processes in Banach spaces

Michel Ledoux, Terry Lyons, Zhongmin Qian · The Annals of Probability · 2002 · 58 citations · Full text

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Extending the Wong-Zakai theorem to reversible Markov processes

Richard F. Bass, Ben Hambly, Terry Lyons · Journal of the European Mathematical Society · 2002 · 46 citations · Full text

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Stochastic area for Brownian motion on the Sierpinski gasket

Ben Hambly, Terry Lyons · The Annals of Probability · 1998 · 40 citations · Full text

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