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.
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Publication:883603
DOI10.1007/978-3-540-71285-5zbMath1176.60002OpenAlexW4293182332MaRDI QIDQ883603
Michael Caruana, Thierry Lévy, Terence J. Lyons
Publication date: 5 June 2007
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-71285-5
Young integralmultiplicative functionalBrownian rough pathfinite \(p\)-variationsignature of a pathuniversal limit theorem
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Random dynamical systems (37H99) General theory for ordinary differential equations (34A99)
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