Integrability of (Non-)Linear Rough Differential Equations and Integrals (Q4916960): Difference between revisions

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+W2044872509
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+.0577
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+A version of Hörmander's theorem for the fractional Brownian motion
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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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+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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+Rough path limits of the Wong-Zakai type with a modified drift term
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+A generalized Fernique theorem and applications
@@ Property / cites work: A generalized Fernique 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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+Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
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+A stochastic Taylor-like expansion in the rough path theory
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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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+System Control and Rough Paths
@@ Property / cites work: System Control and Rough Paths / rank @@
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