Complex analysis and rough paths

DOI10.5802/ambp.343zbMath1346.60077OpenAlexW2335673004MaRDI QIDQ744934

Nicolas Marie

Publication date: 12 October 2015

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5802/ambp.343

zbMATH Keywords

complex analysisCauchy's theoremgeometric rough pathsrough integral

Mathematics Subject Classification ID

Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Stochastic integrals (60H05) Rough paths (60L20)

Cites Work

• Unnamed Item
• Regularity of Schramm-Loewner evolutions, annular crossings, and rough path theory
• The rough path associated to the multidimensional analytic fBm with any Hurst parameter
• Hölder-continuous rough paths by Fourier normal ordering
• Controlling rough paths
• An extension theorem to rough paths
• Multidimensional Stochastic Processes as Rough Paths
• System Control and Rough Paths

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