Differential Equations Driven by Gaussian Signals I

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dc.creatorFriz, Peter
dc.creatorVictoir, Nicolas
dc.date2007-07-02
dc.date.accessioned2026-07-07T08:13:42Z
dc.date.available2026-07-07T08:13:42Z
dc.descriptionWe consider multi-dimensional Gaussian processes and give a new condition on the covariance, simple and sharp, for the existence of stochastic area(s). Gaussian rough paths are constructed with a variety of weak and strong approximation results. Together with a new RKHS embedding, we obtain a powerful - yet conceptually simple - framework in which to analysize differential equations driven by Gaussian signals in the rough paths sense.
dc.identifierhttps://arxiv.org/abs/0707.0313
dc.identifierhttp://arxiv.org/abs/0707.0313
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/132862
dc.subjectProbability
dc.subject60G15; 60H99
dc.titleDifferential Equations Driven by Gaussian Signals I
dc.typetext

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