Geometric foundations of rough paths

MaRDI QIDQ2973952zbMATH OpenFDO

Authors Peter Friz, Paul Gassiat

Publication date 5 April 2017

Full work available at URL http://www.ems-ph.org/books/show_abstract.php?proj_nr=206&vol=1&rank=3

zbMATH Keywords

free grouprough pathsiterated integrals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Random operators and equations (aspects of stochastic analysis) (60H25)

Recommendations

• Multidimensional stochastic processes as rough paths. Theory and applications.
• Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
• Controlling rough paths
• scientific article; zbMATH DE number 2050982
• Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation

Cited in

(13)

• A new definition of rough paths on manifolds
• A course on rough paths. With an introduction to regularity structures
• A note on the notion of geometric rough paths
• Multidimensional stochastic processes as rough paths. Theory and applications.
• Introduction to rough paths theory
• Smooth rough paths, their geometry and algebraic renormalization
• Topics in stochastic differential equations and rough path theory
• Stochastic control with rough paths
• Differential Equations Driven byΠ-Rough Paths
• A combinatorial approach to geometric rough paths and their controlled paths
• Geometric rough paths on infinite dimensional spaces
• Rough paths and SPDE
• Rough path theory and stochastic calculus

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