A signed measure on rough paths associated to a PDE of high order: results and conjectures

DOI10.4171/RMI/587zbMath1193.60071OpenAlexW2022120651WikidataQ123160813 ScholiaQ123160813MaRDI QIDQ2655934

Daniel Levin, Terence J. Lyons

Publication date: 27 January 2010

Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.rmi/1257258099

zbMATH Keywords

Brownian motionrough pathhigh-order PDEsignature of a path

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (8)

Infinite dimensional oscillatory integrals with polynomial phase and applications to higher-order heat-type equations ⋮ An Itô calculus for a class of limit processes arising from random walks on the complex plane ⋮ On the convolution powers of complex functions on \(\mathbb{Z}\) ⋮ Topologies on unparameterised path space ⋮ Probabilistic representations for the solution of higher order differential equations ⋮ Generalized Feynman path integrals and applications to higher-order heat-type equations ⋮ Probabilistic representation formula for the solution of fractional high-order heat-type equations ⋮ High order heat-type equations and random walks on the complex plane

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