Global Solutions to Rough Differential Equations with Unbounded Vector Fields
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Publication:2908743
DOI10.1007/978-3-642-27461-9_11zbMath1254.60059OpenAlexW100911339MaRDI QIDQ2908743
Publication date: 29 August 2012
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/inria-00451193/file/simple_rough_diff_eq.pdf
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (13)
Rough differential equations with unbounded drift term ⋮ A priori bounds for rough differential equations with a non-linear damping term ⋮ Perturbed linear rough differential equations ⋮ Sensitivity of rough differential equations: an approach through the omega lemma ⋮ Model‐free portfolio theory: A rough path approach ⋮ Penalisation techniques for one-dimensional reflected rough differential equations ⋮ A Hörmander condition for delayed stochastic differential equations ⋮ Non-explosion criteria for rough differential equations driven by unbounded vector fields ⋮ Path dependent equations driven by Hölder processes ⋮ An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability ⋮ On nonlinear rough paths ⋮ Pathwise stochastic integrals for model free finance ⋮ Convergence of Multi-Dimensional Quantized SDE’s
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