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20122025
most citedTaylor expansions and Castell estimates for solutions of stochastic differential equations driven by rough paths

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math.PR2017

Integration by parts and quasi-invariance for the horizontal Wiener measure on a foliated compact manifold

Fabrice Baudoin, Maria Gordina, Qi Feng

We prove several versions of Driver's integration by parts formula for the horizontal Wiener measure on a totally geodesic Riemannian foliation and prove that the horizontal Wiener…