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On Signed Probability Measures and Some Old Work of Krylov

Presenter
March 30, 2007
MSRI
Keywords:
  • control theory
  • dynamical systems
  • stochastic analysis
  • rough paths
  • expected signature
  • Brownian motion
  • signature of a path
  • probability theory and stochastic analysis
MSC:
  • 60H05
  • 60H15
  • 60Hxx
  • 60Jxx
  • 60-xx
  • 93-xx
  • 93Exx
  • 35Q93
  • 35-xx
  • 60B11
  • 43A05
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