On rough differential equations

DOI10.1214/EJP.V14-613MaRDI QIDQ1039106zbMATH OpenFDO

Authors Antoine Lejay

Publication date 20 November 2009

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/231240, http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticle3d8b.html

zbMATH Keywords

controlled differential equationsItô maprough paths

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Rough differential equations with unbounded drift term
• Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
• Global Solutions to Rough Differential Equations with Unbounded Vector Fields
• On Sobolev rough paths
• Sensitivity of rough differential equations: an approach through the omega lemma

Cited in

(29)

• Sensitivity of rough differential equations: an approach through the omega lemma
• On Sobolev rough paths
• Stochastic analysis with modelled distributions
• Lipschitz-stability of controlled rough paths and rough differential equations
• Planarly branched rough paths and rough differential equations on homogeneous spaces
• Penalisation techniques for one-dimensional reflected rough differential equations
• Non-explosion criteria for rough differential equations driven by unbounded vector fields
• One-dimensional reflected rough differential equations
• A priori bounds for rough differential equations with a non-linear damping term
• A moment estimate of the derivative process in rough path theory
• Global Solutions to Rough Differential Equations with Unbounded Vector Fields
• Convergence of multi-dimensional quantized SDEs
• Rough differential equations with unbounded drift term
• Smoothness of Itô maps and diffusion processes on path spaces (I)
• Perturbed linear rough differential equations
• Flows Driven by Banach Space-Valued Rough Paths
• Rough path metrics on a Besov-Nikolskii-type scale
• Integrability of (Non-)Linear Rough Differential Equations and Integrals
• On nonlinear rough paths
• Rough differential equations with path-dependent coefficients
• A partial rough path space for rough volatility
• The accessibility problem for geometric rough differential equations
• Rough differential equations containing path-dependent bounded variation terms
• Large deviation principle for stochastic differential equations driven by stochastic integrals
• Numerical attractors via discrete rough paths
• Controlled differential equations as Young integrals: a simple approach
• Rough stochastic Pontryagin maximum principle and an indirect shooting method
• Regularity of the Itô-Lyons map
• Rough differential equations driven by signals in Besov spaces

This page was built for publication: On rough differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1039106)