Stratonovich's signatures of Brownian motion determine Brownian sample paths (2012)
Attributed to:
Rough path analysis and non-linear stochastic systems
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/s00440-012-0454-z
Publication URI: http://dx.doi.org/10.1007/s00440-012-0454-z
Type: Journal Article/Review
Parent Publication: Probability Theory and Related Fields
Issue: 1-2