Two problems are addressed for the path of certain stochastic processes: a) do they define currents? b) are these currents of a classical type? A general answer to question a) is given for processes like semimartingales or with Lyons-Zheng structure. As to question b), it is shown that Hoelder continuous paths with exponent \gamma > 1/2 define integral flat chains
International audienceThis volume contains lecture notes from the courses given by Vlad Bally and Ra...
Focusing on one of the major branches of probability theory, this book treats the large class of pro...
The conference was attended by about 35 participants, including Ph.D. students, postdoctoral fellows...
Two problems are addressed for the path of certain stochastic processes: a) do they define currents?...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
AbstractWe show that a wide class of stochastic processes on Rd define currents for which we study t...
AbstractThe objective of this paper is to present the principal results of a large part of stochasti...
We show that a wide class of stochastic processes on Rd define currents for which we study the Sobo...
Complex measure theory is used to widen the scope of the study of stochastic processes and it is sho...
Path integrals are a ubiquitous tool in theoretical physics. However, their use is sometimes hindere...
This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelo...
The object of this thesis is a theory of stochastic integration, i.e., an inte- gration of a stochas...
Stochastic differential equations, and Hoermander form representations of diffusion operators, can d...
Let {X(t),t∈ T} be a continuous homogeneous stochastic process with independent increments. A review...
A stochastic calculus for a family of continuous measure‐valued Markov processes is developed. Such ...
International audienceThis volume contains lecture notes from the courses given by Vlad Bally and Ra...
Focusing on one of the major branches of probability theory, this book treats the large class of pro...
The conference was attended by about 35 participants, including Ph.D. students, postdoctoral fellows...
Two problems are addressed for the path of certain stochastic processes: a) do they define currents?...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
AbstractWe show that a wide class of stochastic processes on Rd define currents for which we study t...
AbstractThe objective of this paper is to present the principal results of a large part of stochasti...
We show that a wide class of stochastic processes on Rd define currents for which we study the Sobo...
Complex measure theory is used to widen the scope of the study of stochastic processes and it is sho...
Path integrals are a ubiquitous tool in theoretical physics. However, their use is sometimes hindere...
This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelo...
The object of this thesis is a theory of stochastic integration, i.e., an inte- gration of a stochas...
Stochastic differential equations, and Hoermander form representations of diffusion operators, can d...
Let {X(t),t∈ T} be a continuous homogeneous stochastic process with independent increments. A review...
A stochastic calculus for a family of continuous measure‐valued Markov processes is developed. Such ...
International audienceThis volume contains lecture notes from the courses given by Vlad Bally and Ra...
Focusing on one of the major branches of probability theory, this book treats the large class of pro...
The conference was attended by about 35 participants, including Ph.D. students, postdoctoral fellows...