Chaos processes as rough paths
Probability
2023-03-17 v1
Abstract
In this article we investigate the rough paths structure of a process living in a fixed Wiener chaos. Specifically, we formulate various types of rough lifts of and study their properties. As application, we study the integrabilities of quantities related to rough differential equations driven by .
Cite
@article{arxiv.2303.09016,
title = {Chaos processes as rough paths},
author = {Guang Yang},
journal= {arXiv preprint arXiv:2303.09016},
year = {2023}
}
Comments
34 pages