Rough paths and regularization
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Cites work
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- \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes.
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- Clark-Ocone type formula for non-semimartingales with finite quadratic variation
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- Covariation de convolution de martingales
- Differential equations driven by rough signals
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- Ito formula for C^ 1-functions of semimartingales
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- On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model
- Rough evolution equations
- Semi-martingales and rough paths theory
- Special weak Dirichlet processes and BSDEs driven by a random measure
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- Sur une intégrale pour les processus à \(\alpha\)-variation bornée. (On an integral for processes with bounded \(\alpha\)-variation)
- System Control and Rough Paths
- The generalized covariation process and Itô formula
- Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition
- Weak Dirichlet processes with a stochastic control perspective
- Weak Dirichlet processes with jumps
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