Non-degeneracy of stochastic line integrals

Xi Geng, Sheng Wang

Type: Article

Publication Date: 2023-01-01

Citations: 0

DOI: https://doi.org/10.1214/23-ejp1017

View Publication

Download PDF

Locations

Electronic Journal of Probability - View
arXiv (Cornell University) - View - PDF

Similar Works

Action	Title	Year	Authors
+	A nice discretization for stochastic line integrals	2005	J. M. C. Clark
+ PDF Chat	Multiple stochastic integrals — A counter example	1985	Edwin Perkins
+	Stochastic Integral Representations	2018	David Nualart Eulàlia Nualart
+	Stochastic Calculus in Infinite Dimensions	2024	Daniel Goodair Dan Crisan
+	Stochastic integrals in the plane	1977	Moshe Zakai
+	Stochastic integrals in the plane	1977	Moshe Zakai
+ PDF Chat	Stochastic Integral and Series Representations for Strictly Stable Distributions	2013	Makoto Maejima J. Rosiński Yohei Ueda
+	Random Linear Functionals Arising in Stochastic Integration	2007	Andriy Yurachkivsky
+	A Kind of Random (= Stochastic) Integral	1981	Demetrios A. Kappos
+	Stochastic Integral Equations	1998	Donal O’Regan Maria Meehan
+	Stochastic integral equations	1986	Marshall W. Anderson
+	STOCHASTIC AND OTHER FUNCTIONAL INTEGRALS	1990	Henstock
+	Stochastic Integral Functionals in an Asymptotic Split State Space	2000	V. S. Korolyuk Nikolaos Limnios
+	Multiple stochastic integrals with Mathematica	2008	Ángel Tocino
+	Stochastic integration in hyperfinite dimensional linear spaces	1983	Tom Lindstrøm
+	A law of the iterated logarithm for stochastic integrals	1993	Jia-gang Wang
+ PDF Chat	Stochastic and Infinite Dimensional Analysis	2016	Christopher C. Bernido M. Victoria Carpio-Bernido Martin Grothaus Tobias Kuna Maria João Oliveira José Luίs da Silva
+	Infinite integrals and probability density functions	1965	E.I. Vinarub
+	Infinite integrals and probability density functions	1966	E.I. Vinarub
+	A Heisenberg Inequality for Stochastic Integrals	2005	Carl Mueller Aurel I. Stan

Works That Cite This (0)

Action	Title	Year	Authors

Works Cited by This (15)

Action	Title	Year	Authors
+	Stochastic Analysis on Manifolds	2002	Elton P. Hsu
+ PDF Chat	Hypoelliptic second order differential equations	1967	Lars Hörmander
+ PDF Chat	Stratonovich’s signatures of Brownian motion determine Brownian sample paths	2012	Yves Le Jan Zhongmin Qian
+	Integrability and tail estimates for Gaussian rough differential equations	2013	Thomas Cass Christian Litterer Terry Lyons
+	The uniqueness of signature problem in the non-Markov setting	2015	Horatio Boedihardjo Xi Geng
+	On an inversion theorem for Stratonovich’s signatures of multidimensional diffusion paths	2016	Xi Geng Zhongmin Qian
+	Iterated Integrals of Differential Forms and Loop Space Homology	1973	Kuo-Tsai Chen
+	A Course on Rough Paths	2014	Peter K. Friz Martin Hairer
+ PDF Chat	Precise local estimates for differential equations driven by fractional Brownian motion: Hypoelliptic case	2022	Xi Geng Cheng Ouyang Samy Tindel
+ PDF Chat	Constrained rough paths	2015	Thomas Cass Bruce K. Driver Christian Litterer