Hölder-continuous rough paths by Fourier normal ordering

DOI10.1007/s00220-010-1064-1zbMath1221.46047arXiv0903.2716OpenAlexW3103605883MaRDI QIDQ985710

Jérémie M. Unterberger

Publication date: 6 August 2010

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.2716

zbMATH Keywords

rough pathsiterated integral\(\alpha\)-Hölder continuous pathFourier normal ordering

Mathematics Subject Classification ID

Brownian motion (60J65) Discontinuous ordinary differential equations (34A36) Applications of functional analysis in probability theory and statistics (46N30) Derivatives of functions in infinite-dimensional spaces (46G05)

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