Curvilinear Integrals Along Enriched Paths
Open Access
- 1 January 2006
- journal article
- Published by Institute of Mathematical Statistics in Electronic Journal of Probability
- Vol. 11 (none), 860-892
- https://doi.org/10.1214/ejp.v11-356
Abstract
Inspired by the fundamental work of T.J. Lyons, we develop a theory of curvilinear integrals along a new kind of enriched paths in $R^d$. We apply these methods to the fractional Brownian Motion, and prove a support theorem for SDE driven by the Skorohod fBM of Hurst parameter $H > 1/4$.
Keywords
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