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Physical Brownian motion in a magnetic field as a rough path - MaRDI portal

Physical Brownian motion in a magnetic field as a rough path (Q2944921)

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Physical Brownian motion in a magnetic field as a rough path
scientific article

    Statements

    title
    Physical Brownian motion in a magnetic field as a rough path (English)
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    author
    Peter K. Friz
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    Terence J. Lyons
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    Paul Gassiat
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    publication date
    8 September 2015
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    zbMATH Keywords
    physical Brownian motion
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    homogenization
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    Lévy's area
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    60J65
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    60H99
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    zbMATH DE Number
    6479453
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    Wikidata QID
    Q56689336
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    arXiv ID
    1302.2531
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