Differential equations driven by rough paths with jumps
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Abstract: We develop the rough path counterpart of It^o stochastic integration and - differential equations driven by general semimartingales. This significantly enlarges the classes of (It^o / forward) stochastic differential equations treatable with pathwise methods. A number of applications are discussed.
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Cited in
(50)- Superdiffusive limits for deterministic fast-slow dynamical systems
- Sensitivities \textit{via} rough paths
- Properties of set-valued Young integrals and Young differential inclusions generated by sets of Hölder functions
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- Causal functional calculus
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