Volume 16, 2012
Special Issue: Spring School Mons Random differential equations and Gaussian fields
|Page(s)||479 - 526|
|Published online||08 November 2012|
Rough paths via sewing Lemma
UniversitéParis 5, Centre Universitaire des Saints Pères, UMR
C8145, 45 rue des Saints
Paris Cedex 06,
Received: 20 October 2009
Revised: 16 November 2010
We present the rough path theory introduced by Lyons, using the swewing lemma of Feyel and de Lapradelle.
Mathematics Subject Classification: 47E99 / 60G15
Key words: Rough paths / differential equations
© EDP Sciences, SMAI, 2012
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