Differential equations driven by rough paths with jumps
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Publication:1704543
DOI10.1016/j.jde.2018.01.031zbMath1432.60098arXiv1709.05241OpenAlexW2963207000MaRDI QIDQ1704543
Publication date: 12 March 2018
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.05241
limit theoremsgeneral semimartingalesItô stochastic and rough differential equations with jumpsrough paths with jumps
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Stochastic integrals (60H05) Rough paths (60L20) Applications of rough analysis (60L90)
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