Friz, P.; Lyons, T.; Stroock, D. Lévy’s area under conditioning. (English) Zbl 1099.60054 Ann. Inst. Henri Poincaré, Probab. Stat. 42, No. 1, 89-101 (2006). The authors give an estimation, for \(\alpha\in(0,1)\), of the \(\alpha\)-Hölder norm of a \(d\)-dimensional Brownian motion and its Lévy stochastic area, conditional on the Brownian path being uniformly small. The result is of interest in the analysis of stochastic integral equations via the theory of ‘rough paths’. Reviewer: Catherine Rainer (Brest) Cited in 12 Documents MSC: 60J65 Brownian motion 60G15 Gaussian processes 60H05 Stochastic integrals Keywords:Hölder topology; support theorem; rough path; Brownian motion PDFBibTeX XMLCite \textit{P. Friz} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 42, No. 1, 89--101 (2006; Zbl 1099.60054) Full Text: DOI Numdam Numdam EuDML