Thesis icon

Thesis

Signatures of Gaussian processes and SLE curves

Abstract:

This thesis contains three main results.

The first result states that, outside a slim set associated with a Gaussian process with long time memory, paths can be canonically enhanced to geometric rough paths. This allows us to apply the powerful Universal Limit Theorem in rough path theory to study the quasi-sure properties of the solutions of stochastic differential equations driven by Gaussian processes. The key idea is to use a norm, invented by B. Hambly and T.Lyons, which domina...

Expand abstract

Actions


Authors


More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Oxford college:
St Anne's College
Role:
Author
More by this author
Division:
MPLS
Department:
Mathematical Institute
Role:
Author

Contributors

Division:
MPLS
Department:
Mathematical Institute
Role:
Supervisor
Publication date:
2014
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
Oxford University, UK
Language:
English
Keywords:
Subjects:
UUID:
uuid:5f835640-d3f5-4b03-b600-10d897644ced
Local pid:
ora:9162
Deposit date:
2014-10-24

Terms of use


Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP