Rough paths \textit{via} sewing lemma

DOI10.1051/PS/2011108MaRDI QIDQ4921822zbMATH OpenOpenAlexWikidataFDO

Authors L. Coutin

Publication date 14 May 2013

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ps/2011108

zbMATH Keywords

\(\alpha\)-Hölder continuity\(p\)-variationrough path theorystochastic differential equations

Mathematics Subject Classification ID

Applications of operator theory in probability theory and statistics (47N30) Gaussian processes (60G15)

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Cited in

(12)

• Sensitivity of rough differential equations: an approach through the omega lemma
• An extension of the sewing lemma to hyper-cubes and hyperbolic equations driven by multi-parameter Young fields
• Besov rough path analysis (with an appendix by Pavel Zorin-Kranich)
• The Sewing lemma for \(0 < \gamma \leq 1\)
• A stochastic sewing lemma and applications
• The non-linear sewing lemma I: weak formulation
• Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
• Perturbed linear rough differential equations
• Rough path theory and stochastic calculus
• How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost
• Numerical Attractors for Rough Differential Equations
• An extension of the stochastic sewing lemma and applications to fractional stochastic calculus

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