Integration of controlled rough paths via fractional calculus
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- scientific article; zbMATH DE number 438987 (Why is no real title available?)
- scientific article; zbMATH DE number 1971703 (Why is no real title available?)
- A course on rough paths. With an introduction to regularity structures
- Controlling rough paths
- Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)
- 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.
- Differential equations driven by rough signals
- Estimates for the solution to stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H (13, 12)
- Integrals along rough paths via fractional calculus
- Integration with respect to fractal functions and stochastic calculus. I
- Multidimensional stochastic processes as rough paths. Theory and applications.
- Rough path analysis via fractional calculus
Cited in
(10)- Nonautonomous Young differential equations revisited
- Variability and the existence of rough integrals with irregular coefficients
- BACKWARD REPRESENTATION OF THE ROUGH INTEGRAL: AN APPROACH BASED ON FRACTIONAL CALCULUS
- A Fourier analytic approach to pathwise stochastic integration
- A fractional calculus approach to rough integration
- A Fubini type theorem for rough integration
- Integration with respect to Hölder rough paths of order greater than 1/4: an approach via fractional calculus
- Rough integration via fractional calculus
- Extension theorem for rough paths via fractional calculus
- A proof of the additivity of rough integral
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