Recovering the pathwise Itô solution from averaged Stratonovich solutions

DOI10.1214/16-ECP3795MaRDI QIDQ287779zbMATH OpenFDO

Authors Terence J. Lyons, Danyu Yang

Publication date 23 May 2016

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

Full work available at URL https://projecteuclid.org/euclid.ecp/1454682823

zbMATH Keywords

rough paths theoryStratonovich solutionpathwise Itō solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17)

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Cited in

(2)

• A simple proof of distance bounds for Gaussian rough paths
• Differential equations driven by rough paths with jumps

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