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In this paper, we prove a derivative formula (Theorem 4.1) of the Coleman map for elliptic curves by purely local and elementary method and we apply this formula to Kato’s element
Key words: Curvilinear integrals, H¨older continuity, rough paths, stochastic integrals, stochastic differential equations, fractional Brownian motion.. AMS 2000 Subject
Key words: stochastic differential equations, Brownian motion, Law of the Iterated Logarithm, Motoo’s theorem, stochastic comparison principle, stationary processes,
This process is defined exactly as the one-dimensional Brownian snake, except that the spatial motion is this time a δ-dimensional Bessel process (absorbed or reflected at 0; this
Since (3.10) is an ordinary integral equation, no stochastic integrals enter, so that if we choose ω so that t → Wt(ω) is continuous, the theory of (non-stochastic) integral
When X and Y are Brownian motions on a Riemannian manifold, Kendall [3] and Cranston [1] constructed a coupling by using the Riemannian geometry of the underlying space.. Their
In the present paper we construct such a Hermitian matrix-valued process, whose entries are sums of Brownian motions and Brownian bridges given independently of each other, that
We prove here (by showing convergence of Chen’s series) that linear stochastic differential equa- tions driven by analytic fractional Brownian motion [6, 7] with arbitrary Hurst index
