Book contents
- Frontmatter
- Contents
- Preface
- Introduction
- The story in a nutshell
- I Basics
- II Abstract theory of rough paths
- III Stochastic processes lifted to rough paths
- IV Applications to stochastic analysis
- Appendices
- A Sample path regularity and related topics
- B Banach calculus
- C Large deviations
- D Gaussian analysis
- E Analysis on local Dirichlet spaces
- Frequently used notation
- References
- Index
D - Gaussian analysis
from Appendices
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- Preface
- Introduction
- The story in a nutshell
- I Basics
- II Abstract theory of rough paths
- III Stochastic processes lifted to rough paths
- IV Applications to stochastic analysis
- Appendices
- A Sample path regularity and related topics
- B Banach calculus
- C Large deviations
- D Gaussian analysis
- E Analysis on local Dirichlet spaces
- Frequently used notation
- References
- Index
Summary
![Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'](https://static.cambridge.org/content/id/urn%3Acambridge.org%3Aid%3Abook%3A9780511845079/resource/name/firstPage-9780511845079apx4_p606-614_CBO.jpg)
- Type
- Chapter
- Information
- Multidimensional Stochastic Processes as Rough PathsTheory and Applications, pp. 606 - 614Publisher: Cambridge University PressPrint publication year: 2010