Random walks and Lévy processes as rough paths

DOI10.1007/s00440-017-0781-1zbMath1436.60087arXiv1510.09066OpenAlexW3102171950WikidataQ59614607 ScholiaQ59614607MaRDI QIDQ2413248

Ilya Chevyrev

Publication date: 10 April 2018

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.09066

zbMATH Keywords

Lévy processesrandom walksstochastic flowsrough pathshomogeneous groupscharacteristic functions of signaturestightness of \(p\)-variation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Rough paths (60L20) Rough partial differential equations (60L50)

Related Items

Deterministic homogenization under optimal moment assumptions for fast-slow systems. II, A support and density theorem for Markovian rough paths, Homogenisation for anisotropic kinetic random motions, Central limit theorems for non-symmetric random walks on nilpotent covering graphs. I, Area anomaly in the rough path Brownian scaling limit of hidden Markov walks, Superdiffusive limits for deterministic fast-slow dynamical systems, Canonical RDEs and general semimartingales as rough paths, Examples of Itô càdlàg rough paths, Rough invariance principle for delayed regenerative processes, An isomorphism between branched and geometric rough paths, A rough path perspective on renormalization

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