Differential Equations Driven byΠ-Rough Paths

DOI10.1017/S0013091515000474zbMath1383.60046arXiv1205.1832MaRDI QIDQ2976224

Lajos Gyurkó

Publication date: 28 April 2017

Published in: Proceedings of the Edinburgh Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.1832

zbMATH Keywords

stochastic differential equationsstochastic integralsrough pathsrough differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05)

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Cites Work

• Differential equations driven by Gaussian signals
• Stochastic analysis, rough path analysis and fractional Brownian motions.
• Geometric versus non-geometric rough paths
• Approximations of the Brownian rough path with applications to stochastic analysis
• On \((p,q)\)-rough paths
• Multidimensional Stochastic Processes as Rough Paths
• System Control and Rough Paths