Approximations of the Brownian rough path with applications to stochastic analysis

MLA

Nicolas Victoir, and Peter K. Friz. “Approximations of the Brownian Rough Path with Applications to Stochastic Analysis.” Annales de l’Institut Henri Poincare (B) Probability and Statistics, vol. 41, July 2005, pp. 703–24. EBSCOhost, https://doi.org/10.1016/j.anihpb.2004.05.003.

APA

Nicolas Victoir, & Peter K. Friz. (2005). Approximations of the Brownian rough path with applications to stochastic analysis. Annales de l’Institut Henri Poincare (B) Probability and Statistics, 41, 703–724. https://doi.org/10.1016/j.anihpb.2004.05.003

Chicago

Nicolas Victoir, and Peter K. Friz. 2005. “Approximations of the Brownian Rough Path with Applications to Stochastic Analysis.” Annales de l’Institut Henri Poincare (B) Probability and Statistics 41 (July): 703–24. doi:10.1016/j.anihpb.2004.05.003.