Small ball probabilities, metric entropy and Gaussian rough paths (2022)
Attributed to:
Pathwise integration, Malliavin calculus and stochastic control
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.jmaa.2021.125697
Publication URI: http://dx.doi.org/10.1016/j.jmaa.2021.125697
Type: Journal Article/Review
Parent Publication: Journal of Mathematical Analysis and Applications
Issue: 2