Trois chemins contrôlés

Khalil Chouk

in Economics Thesis from University Paris Dauphine from Paris Dauphine University

Abstract: In this thesis we propose to give some applications and generalizations of the theory of controlled rough paths, which can be summarized under three headings :- Getting a "good" notions of rough sheet which allows the construction of two dimensional integral driven by an irregular noise andobtain a change of variable formula for the fractional Brownian sheet or more generally a Gaussian sheet.- Construction of local and global solution for a large class of dispersive equations with an irregular modulation in the dispersion term using the nonlinear Young integral and the notion of controlled path.- Rigourous Interpretation of the stochastic quantization equation in the 3 dimensional torus and the construction of a local solution for this equation using the notion of controlled distribution.

Keywords: Chemin rugueux; Distribution contrôlé; Intégral de Young; Paraproduit; Chemin contrôlé; Rough path; Controlled distribution; Young intégration theory; Paraproduct; Controlled path (search for similar items in EconPapers)
JEL-codes: C44 (search for similar items in EconPapers)
Date: 2014 Written 2014
Note: dissertation
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://basepub.dauphine.fr/xmlui/bitstream/123456789/14032/2/2014PA090002.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to basepub.dauphine.psl.eu:443 (Bad file descriptor) (http://basepub.dauphine.fr/xmlui/bitstream/123456789/14032/2/2014PA090002.pdf [301 Moved Permanently]--> https://basepub.dauphine.psl.eu/xmlui/bitstream/123456789/14032/2/2014PA090002.pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:dau:thesis:123456789/14032

Ordering information: This item can be ordered from
http://basepub.dauph ... ndle/123456789/14032

Access Statistics for this book

More books in Economics Thesis from University Paris Dauphine from Paris Dauphine University Contact information at EDIRC.
Bibliographic data for series maintained by Alexandre Faure ( this e-mail address is bad, please contact ).