Ramification of Volterra-type rough paths

DOI10.1214/22-EJP890MaRDI QIDQ2685136FDOQ2685136

Authors: Yvain Bruned, Foivos Katsetsiadis 

Publication date: 19 February 2023

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

Full work available at URL: https://arxiv.org/abs/2105.03423

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zbMATH Keywords

rough pathsVolterra equations

Mathematics Subject Classification ID

Rough paths (60L20) Regularity structures (60L30) Algebraic structures and computation (60L70)

Cites Work

• Solving the KPZ equation
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• Title not available (Why is that?)
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• A course on rough paths. With an introduction to regularity structures
• A regularity structure for rough volatility
• Resonance-based schemes for dispersive equations via decorated trees
• Paracontrolled distribution approach to stochastic Volterra equations

Cited In (4)

• Ramification of Volterra-type Rough Paths
• Regularity properties of some stochastic Volterra integrals with singular kernel
• Volterra equations driven by rough signals 2: Higher-order expansions
• Rough Volterra equations. II: Convolutional generalized integrals

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