Differential Equations Driven byΠ-Rough Paths
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Publication:2976224
DOI10.1017/S0013091515000474zbMath1383.60046arXiv1205.1832MaRDI QIDQ2976224
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
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