dc.contributor.author | Hu, Yaozhong | |
dc.contributor.author | Nualart, David | |
dc.date.accessioned | 2015-03-10T16:34:16Z | |
dc.date.available | 2015-03-10T16:34:16Z | |
dc.date.issued | 2009-11-02 | |
dc.identifier.citation | Hu, Yaozhong & Nualart, David. "ROUGH PATH ANALYSIS VIA FRACTIONAL CALCULUS." Transactions of the American Mathematical Society. (2009) Vol 361, 5. pp. 2689-2718. http://dx.doi.org/10.1090/S0002-9947-08-04631-X. | en_US |
dc.identifier.uri | http://hdl.handle.net/1808/17025 | |
dc.description | This is the published version, also available here: http://dx.doi.org/10.1090/S0002-9947-08-04631-X. | en_US |
dc.publisher | American Mathematical Society | en_US |
dc.subject | Rough path | en_US |
dc.subject | fractional calculus | en_US |
dc.subject | integral | en_US |
dc.subject | integration by parts | en_US |
dc.subject | differential equation | en_US |
dc.subject | stability | en_US |
dc.subject | stochastic differential equation | en_US |
dc.subject | Wong-Zakai approximation | en_US |
dc.subject | convergence rate | en_US |
dc.title | Rough path analysis via fractional calculus | en_US |
dc.type | Article | |
kusw.kuauthor | Nualart, David | |
kusw.kudepartment | Mathematics | en_US |
dc.identifier.doi | 10.1090/S0002-9947-08-04631-X | |
kusw.oaversion | Scholarly/refereed, publisher version | |
kusw.oapolicy | This item meets KU Open Access policy criteria. | |
dc.rights.accessrights | openAccess | |