An example driven introduction to probabilistic rough paths

DOI10.1007/978-3-031-86422-3_2MaRDI QIDQ6877735zbMATH OpenFDO

Authors François Delarue, William Salkeld

Publication date 8 January 2026

Full work available at URL https://doi.org/10.1007/978-3-031-86422-3_2

zbMATH Keywords

coupled Hopf algebrasprobabilistic rough pathsregularity structuresrough mean-field equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rough paths (60L20) Regularity structures (60L30)

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Cited in

(2)

• Pathwise uniqueness for multiplicative Young and rough differential equations driven by fractional Brownian motion
• Higher order Lions-Taylor expansions

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