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Regularity of Schramm-Loewner Evolutions, annular crossings, and rough path theory
Schramm-Loewner Evolutions annular crossings rough path theory
2011/9/14
Abstract: When studying stochastic processes, it is often fruitful to have an understanding of several different notions of regularity. One such notion is the optimal H\"older exponent obtainable unde...
From constructive field theory to fractional stochastic calculus. (I) An introduction: rough path theory and perturbative heuristics
fractional Brownian motion stochastic integrals rough paths
2011/2/22
Let B = (B1(t), . . . ,Bd(t)) be a d-dimensional fractional Brownian motion with Hurst index ≤ 1/4, or more generally a Gaussian process whose paths have the same local regularity. Defining properly...
