The Brownian Frame Process as a Rough Path

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dc.creatorHoff, Benjamin
dc.date2006-02-01
dc.date.accessioned2026-07-07T07:03:00Z
dc.date.available2026-07-07T07:03:00Z
dc.descriptionWe introduce the (path-valued) Brownian frame process whose evaluation at time t is the sample path of the underlying Brownian motion run from time t-1 to t. Due to its connections with Gaussian Volterra processes and SDDEs this is an interesting object to study. The first part deals with path-wise properties of the Brownian frame process in the p-variation norm. The second part shows the non-existence of a Levy area random variable in a particular norm, revealing the difficulty in establishing a Rough Path integration theory for the Brownian Frame process.
dc.identifierhttps://arxiv.org/abs/math/0602008
dc.identifierhttp://arxiv.org/abs/math/0602008
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/108809
dc.subjectProbability
dc.subject60H99
dc.titleThe Brownian Frame Process as a Rough Path
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