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Title: Lipschitz functions on unparameterised rough paths and the Brownian motion associated to the bilaplacian
Author: Nejad, Sina
Awarding Body: University of Oxford
Current Institution: University of Oxford
Date of Award: 2018
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This thesis is a tale of two halves. The first introduces the space of unparameterised geometric rough paths and develops a notion of Lipschitz function on this space. The second associates an expected signature to the bilaplacian and culminates in an analogue of the Feynman-Kac formula for high-order parabolic partial differential equations.
Supervisor: Lyons, Terry Sponsor: European Research Council
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Rough paths ; Stochastic analysis