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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Brownian rough pathfinite \(p\)-variationmultiplicative functionalsignature of a pathuniversal limit theoremYoung integral
General theory for ordinary differential equations (34A99) Ordinary differential equations and systems with randomness (34F05) Random dynamical systems (37H99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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- Integration with respect to Hölder rough paths of order greater than 1/4: an approach via fractional calculus
- Random attractors for dissipative systems with rough noises
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- Lévy area without approximation
- Geometric rough paths on infinite dimensional spaces
- Sweeping processes perturbed by rough signals
- A new definition of rough paths on manifolds
- Quasi-shuffle algebras in non-commutative stochastic calculus
- Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion
- Functional limit theorems for the fractional Ornstein-Uhlenbeck process
- Expected signature of stopped Brownian motion on \(d\)-dimensional \(C^{2, \alpha }\)-domains has finite radius of convergence everywhere: \(2 \leq d \leq 8\)
- Sobolev regularity of occupation measures and paths, variability and compositions
- Smooth rough paths, their geometry and algebraic renormalization
- Solution properties of the incompressible Euler system with rough path advection
- Stochastic flows and rough differential equations on foliated spaces
- Rough integration via fractional calculus
- A stochastic sewing lemma and applications
- The infinitesimal generator of the stochastic Burgers equation
- Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift
- Non-explosion criteria for rough differential equations driven by unbounded vector fields
- Toric geometry of path signature varieties
- Controlled Loewner-Kufarev equation embedded into the universal Grassmannian
- Paracontrolled distribution approach to stochastic Volterra equations
- New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting)
- Volterra equations driven by rough signals
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- Kusuoka-Stroock gradient bounds for the solution of the filtering equation
- A fractional calculus approach to rough integration
- On the signature and cubature of the fractional Brownian motion for \(H > \frac{1}{2}\)
- The non-linear sewing lemma I: weak formulation
- Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations with anisotropy energy
- On the adjoint of the Eulerian idempotent in an analytic context
- Stochastic control with rough paths
- Random dynamical systems, rough paths and rough flows
- Integration of controlled rough paths via fractional calculus
- Random walks and Lévy processes as rough paths
- On the Navier-Stokes equation perturbed by rough transport noise
- Rough path stability of (semi-)linear SPDEs
- Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)
- Integrals along rough paths via fractional calculus
- Simple piecewise geodesic interpolation of simple and Jordan curves with applications
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- The signature of a rough path: uniqueness
- Optimal rate of convergence for stochastic Burgers-type equations
- Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations
- A signed measure on rough paths associated to a PDE of high order: results and conjectures
- Large deviation principle for fractional Brownian motion with respect to capacity
- Derivation of the stochastic Burgers equation with Dirichlet boundary conditions from the WASEP
- The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
- From rough path estimates to multilevel Monte Carlo
- The functional Itō formula under the family of continuous semimartingale measures
- Global Solutions to Rough Differential Equations with Unbounded Vector Fields
- Rough paths and 1d SDE with a time dependent distributional drift: application to polymers
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- Geometric foundations of rough paths
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- A generalized Fernique theorem and applications
- Convergence of multi-dimensional quantized SDEs
- Aspects of the theory of rough paths
- From random walks to rough paths
- Learning with signatures
- Rough linear transport equation with an irregular drift
- Scalar conservation laws with rough flux and stochastic forcing
- Rough differential equations with unbounded drift term
- Functional limit theorems for power series with rapid decay of moving averages of Hermite processes
- Multidimensional stochastic processes as rough paths. Theory and applications.
- Rough paths and PDEs. Abstracts from the workshop held August 19--25, 2012.
- Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
- A combinatorial method for calculating the moments of Lévy area
- Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
- Integrability and tail estimates for Gaussian rough differential equations
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