On nonlinear rough paths
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Publication:5114802
zbMath1443.60083arXiv1904.11526MaRDI QIDQ5114802
Publication date: 26 June 2020
Full work available at URL: https://arxiv.org/abs/1904.11526
Itô's formularough differential equationsrough partial differential equationscontrolled rough pathsnonlinear rough integralsnonlinear rough paths
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear differential equations in abstract spaces (34G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Rough paths (60L20)
Related Items (3)
Nonlinear Young differential equations: a review ⋮ Generating diffusions with fractional Brownian motion ⋮ Regularization of multiplicative SDEs through additive noise
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