Tail estimates for Markovian rough paths
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Publication:6256558
DOI10.1214/16-AOP1117arXiv1411.5189MaRDI QIDQ6256558
Publication date: 19 November 2014
Markov semigroups and applications to diffusion processes (47D07) Generalized stochastic processes (60G20) Numerical solutions to stochastic differential and integral equations (65C30) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Markov processes (60Jxx)
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