System Control and Rough Paths
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Cited in
(only showing first 100 items - show all)- Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
- Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension
- Partial differential equations driven by rough paths
- Nonautonomous Young differential equations revisited
- The strong Feller property for singular stochastic PDEs
- Support theorem for a singular SPDE: the case of gPAM
- Mutual intersection for rough differential systems driven by fractional Brownian motions
- Sensitivity of rough differential equations: an approach through the omega lemma
- On stochastic calculus with respect to \(q\)-Brownian motion
- Differential equations driven by rough paths with jumps
- Lack of BV bounds for impulsive control systems
- On \(\mathcal L^1\) limit solutions in impulsive control
- A Stratonovich-Skorohod integral formula for Gaussian rough paths
- Quasilinear SPDEs via rough paths
- Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise
- Asymptotical stability of differential equations driven by Hölder continuous paths
- Weak Poincaré inequalities on domains defined by Brownian rough paths
- Lévy area of Wiener processes in Banach spaces
- Controlling rough paths
- Rough Burgers-like equations with multiplicative noise
- Smoothness of densities for area-like processes of fractional Brownian motion
- Laplace approximation for rough differential equation driven by fractional Brownian motion
- On inference for fractional differential equations
- On invariant Gibbs measures conditioned on mass and momentum
- A stochastic Taylor-like expansion in the rough path theory
- A PDE construction of the Euclidean ^4_3 quantum field theory
- Central limit theorems for non-symmetric random walks on nilpotent covering graphs. II
- Skorohod and rough integration for stochastic differential equations driven by Volterra processes
- Integration with respect to Hölder rough paths of order greater than 1/4: an approach via fractional calculus
- Constructing general rough differential equations through flow approximations
- Slow-fast systems with fractional environment and dynamics
- A new definition of rough paths on manifolds
- Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion
- Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion
- On ill-posedness of nonlinear stochastic wave equations driven by rough noise
- Lipschitz-stability of controlled rough paths and rough differential equations
- Stochastic flows and rough differential equations on foliated spaces
- Modulus of continuity of controlled Loewner-Kufarev equations and random matrices
- Rough integration via fractional calculus
- Univalence and holomorphic extension of the solution to \(\omega\)-controlled Loewner-Kufarev equations
- On a maximal inequality and its application to SDEs with singular drift
- The non-linear sewing lemma III: stability and generic properties
- Central limit theorems for non-symmetric random walks on nilpotent covering graphs. I
- Non-explosion criteria for rough differential equations driven by unbounded vector fields
- Quasilinear rough partial differential equations with transport noise
- An Itô formula for rough partial differential equations and some applications
- A note on the applications of Wick products and Feynman diagrams in the study of singular partial differential equations
- A quadratic identity in the shuffle algebra and an alternative proof for de Bruijn's formula
- Malliavin differentiability of solutions of rough differential equations
- Discretizing the fractional Lévy area
- Rough evolution equations
- A fractional calculus approach to rough integration
- One-dimensional reflected rough differential equations
- Hörmander's theorem for semilinear SPDEs
- Integration with respect to the Hermitian fractional Brownian motion
- Path developments and tail asymptotics of signature for pure rough paths
- A quasi-sure non-degeneracy property for the Brownian rough path
- The non-linear sewing lemma I: weak formulation
- On the adjoint of the Eulerian idempotent in an analytic context
- Invariance for rough differential equations
- Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths
- Laplace's method for the laws of heat processes on loop spaces
- Coupling all the Lévy stochastic areas of multidimensional Brownian motion
- Good rough path sequences and applications to anticipating stochastic calculus
- A renormalized rough path over fractional Brownian motion
- The 1-d stochastic wave equation driven by a fractional Brownian sheet
- Stochastic control with rough paths
- Random dynamical systems, rough paths and rough flows
- Finite dimensional characteristic functions of Brownian rough path
- Rough path properties for local time of symmetric \(\alpha\) stable process
- Local times of stochastic differential equations driven by fractional Brownian motions
- Integration with respect to the non-commutative fractional Brownian motion
- Rough path integral of local time
- On the rough-paths approach to non-commutative stochastic calculus
- Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions
- Convergence rates for the full Gaussian rough paths
- Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
- Rough path stability of (semi-)linear SPDEs
- Stochastic calculus with respect to fractional Brownian motion
- Semi-classical limit of the bottom of spectrum of a Schrödinger operator on a path space over a compact Riemannian manifold
- An extension theorem to rough paths
- Euler estimates for rough differential equations
- Correcting Newton-Côtes integrals by Lévy areas
- On Gauss-Green theorem and boundaries of a class of Hölder domains
- On bifractional Brownian motion
- On (p,q)-rough paths
- Two-parameter \(p,q\)-variation paths and integrations of local times
- A note on the notion of geometric rough paths
- Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)
- Varadhan estimates for rough differential equations driven by fractional Brownian motions
- Integrals along rough paths via fractional calculus
- A tree approach to \(p\)-variation and to integration
- The evolution of a random vortex filament
- Large deviations and support theorem for diffusion processes via rough paths.
- Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters \(H\in (1/3,1/2]\)
- The signature of a rough path: uniqueness
- Impulsive control systems with trajectories of bounded \(p\)-variation
- Optimal rate of convergence for stochastic Burgers-type equations
- Wiener integrals, Malliavin calculus and covariance measure structure
- Weak approximation of a fractional SDE
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