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From random walks to rough paths - MaRDI portal

From random walks to rough paths (Q3182587)

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From random walks to rough paths
scientific article

    Statements

    title
    From random walks to rough paths (English)
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    author
    Emmanuel Breuillard
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    Peter K. Friz
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    Martin Huesmann
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    publication date
    9 October 2009
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    zbMATH Keywords
    Donsker's theorem
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    rough paths, random walks on nilpotent Lie groups
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    Identifiers

    zbMATH DE Number
    5613079
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    arXiv ID
    0810.2681
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    OpenAlex ID
    W2085243688
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