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math.PR2020★ 4 cited
Geometric rough paths on infinite dimensional spaces
Erlend Grong, Torstein Nilssen, Alexander Schmeding
Similar to ordinary differential equations, rough paths and rough differential equations can be formulated in a Banach space setting. For , we give criteria for whe…
math.PR2020
Radial processes for sub-Riemannian Brownian motions and applications
Fabrice Baudoin, Erlend Grong, Kazumasa Kuwada +2
We study the radial part of sub-Riemannian Brownian motion in the context of totally geodesic foliations. Itô's formula is proved for the radial processes associated to Riemannian…