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Curvilinear Integrals Along Enriched Paths

   
@article{EJP356,
	author = {Denis Feyel and Arnaud de La Pradelle},
	title = {Curvilinear Integrals Along Enriched Paths},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {11},
	year = {2006},
	keywords = {Curvilinear integrals, H\"older continuity, rough paths, stochastic integrals, stochastic differential equations, fractional Brownian motion.},
	abstract = {Inspired by the fundamental work of T.J. Lyons, we develop a theory of curvilinear integrals along a new kind of enriched paths in $R^d$. We apply these methods to the fractional Brownian Motion, and prove a support theorem for SDE driven by the Skorohod fBM of Hurst parameter $H > 1/4$.},
	pages = {no. 34, 860-892},
	issn = {1083-6489},
	doi = {10.1214/EJP.v11-356},    
        url = {http://ejp.ejpecp.org/article/view/356}}