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 Electronic Journal of Probability > Vol. 11 (2006) > Paper 34 open journal systems 


Curvilinear Integrals Along Enriched Paths

Denis Feyel, Université d'Evry
Arnaud de La Pradelle, Université Pierre-et-Marie-Curie


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 Rd. 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.


Full text: PDF

Pages: 860-892

Published on: October 6, 2006
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Electronic Journal of Probability. ISSN: 1083-6489