Rough path theory and stochastic calculus (Q4629170): Difference between revisions

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+.03255
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+Vanishing of one-dimensional \(L^2\)-cohomologies of loop groups
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+Q3943776
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+Flows driven by rough paths
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+Varadhan estimates for rough differential equations driven by fractional Brownian motions
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+Smoothing effect of rough differential equations driven by fractional Brownian motions
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+On probability laws of solutions to differential systems driven by a fractional Brownian motion
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+Methods de laplace et de la phase stationnaire sur l'espace de wiener
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+A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
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+Densities for rough differential equations under Hörmander's condition
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+Non-degeneracy of Wiener functionals arising from rough differential equations
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+Smoothness of the density for solutions to Gaussian rough differential equations
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+Integrability and tail estimates for Gaussian rough differential equations
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+Stochastic analysis, rough path analysis and fractional Brownian motions.
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+Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
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+The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
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+A course on rough paths. With an introduction to regularity structures
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+A variation embedding theorem and applications
@@ Property / cites work: A variation embedding theorem and applications / rank @@
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+Differential equations driven by Gaussian signals
@@ Property / cites work: Differential equations driven by Gaussian signals / rank @@
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+Multidimensional Stochastic Processes as Rough Paths
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+Controlling rough paths
@@ Property / cites work: Controlling rough paths / rank @@
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+PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES
@@ Property / cites work: PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES / rank @@
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+KPZ reloaded
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+Solving the KPZ equation
@@ Property / cites work: Solving the KPZ equation / rank @@
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+A theory of regularity structures
@@ Property / cites work: A theory of regularity structures / rank @@
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+Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
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+QUASI-SURE EXISTENCE OF BROWNIAN ROUGH PATHS AND A CONSTRUCTION OF BROWNIAN PANTS
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+A stochastic Taylor-like expansion in the rough path theory
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+Laplace approximation for rough differential equation driven by fractional Brownian motion
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+Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
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+Malliavin differentiability of solutions of rough differential equations
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+Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion
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+Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths
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+Large deviations and support theorem for diffusion processes via rough paths.
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+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
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+Rough paths, Signatures and the modelling of functions on streams
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+System Control and Rough Paths
@@ Property / cites work: System Control and Rough Paths / rank @@
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+Q4207432
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+Q128177011
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