Rough stochastic differential equations

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Publication:6370697

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arXiv2106.10340MaRDI QIDQ6370697

Antoine Hocquet, Khoa Lê, Peter K. Friz

Publication date: 18 June 2021

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rough paths (60L20)

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