Book contents
- Frontmatter
- Contents
- Preface
- Introduction
- The story in a nutshell
- I Basics
- II Abstract theory of rough paths
- III Stochastic processes lifted to rough paths
- IV Applications to stochastic analysis
- Appendices
- A Sample path regularity and related topics
- B Banach calculus
- C Large deviations
- D Gaussian analysis
- E Analysis on local Dirichlet spaces
- Frequently used notation
- References
- Index
A - Sample path regularity and related topics
from Appendices
Published online by Cambridge University Press: 05 June 2012
Book contents
- Frontmatter
- Contents
- Preface
- Introduction
- The story in a nutshell
- I Basics
- II Abstract theory of rough paths
- III Stochastic processes lifted to rough paths
- IV Applications to stochastic analysis
- Appendices
- A Sample path regularity and related topics
- B Banach calculus
- C Large deviations
- D Gaussian analysis
- E Analysis on local Dirichlet spaces
- Frequently used notation
- References
- Index
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- Multidimensional Stochastic Processes as Rough PathsTheory and Applications, pp. 571 - 596Publisher: Cambridge University PressPrint publication year: 2010