16 citations · 31 across the 11 of their papers we have counts for
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math.PR2006★ 1 cited
On Uniformly Subelliptic Operators and Stochastic Area
Peter Friz, Nicolas Victoir
We consider uniformly subelliptic operators on certain unimodular Lie groups of polynomial growth. It was shown by Saloff-Coste and Stroock that classical results of De Giorgi, Nas…
math.PR2006★ 1 cited
The Burkholder-Davis-Gundy Inequality for Enhanced Martingales
Peter Friz, Nicolas Victoir
Multi-dimensional continuous local martingales, enhanced with their stochastic area process, give rise to geometric rough paths with a.s. finite homogenous p-variation, p>2. Here w…
math.CA2006★ 7 cited
Euler Estimates of Rough Differential Equations
Peter Friz, Nicolas Victoir
We consider controlled differential equations and give new estimates for higher order Euler schemes. Our proofs are inspired by recent work of A. M. Davie who considers first and s…