Rough paths and SPDE
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Publication:6124902
Recommendations
- New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting)
- Introduction to rough paths theory
- Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
- Rough paths, regularity structures and related topics. Abstracts from the workshop held May 1--7, 2016
Cites work
- A course on rough paths. With an introduction to regularity structures
- A generalized Fernique theorem and applications
- A regularity structure for rough volatility
- A stochastic sewing lemma and applications
- A theory of regularity structures
- Algebraic renormalisation of regularity structures
- Algebraization of iterated integration along paths
- An Algebraic Theory of Integration Methods
- Càdlàg rough differential equations with reflecting barriers
- Calcul stochastique et problèmes de martingales
- Controlling rough paths
- Curvilinear integrals along enriched paths
- Densities for rough differential equations under Hörmander's condition
- Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
- Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
- Differential equations driven by rough signals
- Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
- Evolving communities with individual preferences
- Flows driven by rough paths
- Geometric foundations of rough paths
- Geometric versus non-geometric rough paths
- High order paracontrolled calculus
- Hopf algebras, renormalization and noncommutative geometry
- scientific article; zbMATH DE number 417855 (Why is no real title available?)
- Integrability and tail estimates for Gaussian rough differential equations
- Integration of Paths--A Faithful Representation of Paths by Noncommutative Formal Power Series
- Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula
- Invariance for rough differential equations
- Iterated Integrals and Exponential Homomorphisms†
- Iterated path integrals and generalized paths
- Kernels for sequentially ordered data
- Kinetic Brownian motion on Riemannian manifolds
- Multidimensional stochastic processes as rough paths. Theory and applications.
- Non-uniqueness for reflected rough differential equations
- On stochastic differential equations
- On the rough-paths approach to non-commutative stochastic calculus
- Paracontrolled distribution approach to stochastic Volterra equations
- Paracontrolled distributions and singular PDEs
- Physical Brownian motion in a magnetic field as a rough path
- Propagation of chaos for mean field rough differential equations
- Quasi-shuffle products
- Ramification of rough paths
- Reflected rough differential equations
- Resonance-based schemes for dispersive equations via decorated trees
- ROUGH VOLTERRA EQUATIONS 1: THE ALGEBRAIC INTEGRATION SETTING
- Rough Volterra equations. II: Convolutional generalized integrals
- Singular paths spaces and applications
- Smooth approximation of stochastic differential equations
- Smoothness of the density for solutions to Gaussian rough differential equations
- Solving mean field rough differential equations
- Stochastic integral
- Volterra equations driven by rough signals
- Young and rough differential inclusions
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