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SERIES = {Lecture Notes in Mathematics},
VOLUME = {1703},
NOTE = {With the collaboration of Jinghua Qian},
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PAGES = {viii+277},
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YEAR = {2002},
NOTE = {Preprint}
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PAGES = {xiv+464},
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AUTHOR = {Ikeda, Nobuyuki and Watanabe, Shinzo},
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@UNPUBLISHED{lyons-lejay-02,
AUTHOR = {Lyons, Terry and Lejay, Antoine},
TITLE = {On the importance of the {L}\'evy area for systems
controlled by converging stochastic processes. Application
to homogenization},
NOTE = {preprint, \url{http://www.iecn.u-nancy.fr/~lejay/rough.html}},
YEAR = {2002}
}
@BOOK{lyons-qian-02,
AUTHOR = {Lyons, Terry and Qian, Zhongmin},
TITLE = {System {C}ontrol and {R}ough {P}aths},
NOTE = {Oxford Mathematical Monographs},
PUBLISHER = {Oxford University Press},
YEAR = {2002},
PAGES = {250},
ISBN = {0-19-850648-1}
}
@INCOLLECTION{lyons-qian-96,
AUTHOR = {Lyons, Terry and Qian, Zhongmin},
TITLE = {Calculus for multiplicative functionals, {I}t\^o's formula
and differential equations},
BOOKTITLE = {It\^o's stochastic calculus and probability theory},
PAGES = {233--250},
PUBLISHER = {Springer},
ADDRESS = {Tokyo},
YEAR = {1996},
MRCLASS = {60H99},
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YEAR = 1997,
NUMBER = 1,
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MRNUMBER = {98d:60107}
}
@ARTICLE{lyons-qian-97-1,
AUTHOR = {Lyons, Terry and Qian, Zhongmin},
TITLE = {Stochastic {J}acobi fields and vector fields induced by
varying area on path spaces},
JOURNAL = {Probab. Theory Related Fields},
FJOURNAL = {Probability Theory and Related Fields},
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YEAR = {1997},
NUMBER = {4},
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@ARTICLE{lyons-qian-97-2,
AUTHOR = {Lyons, Terry and Qian, Zhongmin},
TITLE = {Flow equations on spaces of rough paths},
JOURNAL = {J. Funct. Anal.},
FJOURNAL = {Journal of Functional Analysis},
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YEAR = {1997},
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@INCOLLECTION{lyons-qian-97-3,
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ISSN = {0178-8051},
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@INCOLLECTION{lyons-stoica-96,
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TITLE = {On the limit of stochastic integrals of differential forms},
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AUTHOR = {Lyons, Terry and Stoica, Lucre{\c{t}}iu},
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JOURNAL = {Ann. Probab.},
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VOLUME = {27},
YEAR = {1999},
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@UNPUBLISHED{lyons-victoir-02,
AUTHOR = {Lyons, Terry and Victoir, Nicolas},
TITLE = {Cubature on {W}iener space},
NOTE = {preprint},
YEAR = {2002}
}
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AUTHOR = {Lyons, Terry and Zeitouni, Ofer},
TITLE = {Conditional exponential moments for iterated {W}iener
integrals},
JOURNAL = {Ann. Probab.},
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YEAR = {1991},
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