Integrability of (Non-)Linear Rough Differential Equations and Integrals
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Publication:4916960
DOI10.1080/07362994.2013.759758zbMath1274.60173arXiv1104.0577MaRDI QIDQ4916960
Peter K. Friz, Sebastian Riedel
Publication date: 26 April 2013
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.0577
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05: Stochastic integrals
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Cites Work
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