System Control and Rough Paths
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Cited in
(only showing first 100 items - show all)- Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
- Smoothness of Itô maps and diffusion processes on path spaces (I)
- Portfolio Optimization in Fractional and Rough Heston Models
- On the rough-paths approach to non-commutative stochastic calculus
- Good rough path sequences and applications to anticipating stochastic calculus
- Sensitivities \textit{via} rough paths
- Diffusion parameter estimation for the homogenized equation
- Solving the KPZ equation
- Perturbed linear rough differential equations
- 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
- Constrained rough paths
- On invariant Gibbs measures conditioned on mass and momentum
- A new definition of rough paths on manifolds
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
- Reflected rough differential equations
- Non-explosion criteria for rough differential equations driven by unbounded vector fields
- Stochastic flows and rough differential equations on foliated spaces
- Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces. II
- From constructive field theory to fractional stochastic calculus. II: Constructive proof of convergence for the Lévy area of fractional Brownian motion with Hurst index \(\alpha \in \left(\frac{1}{8},\frac{1}{4}\right)\)
- On the adjoint of the Eulerian idempotent in an analytic context
- Stratonovich's signatures of Brownian motion determine Brownian sample paths
- Signatures, Lipschitz-Free Spaces, and Paths of Persistence Diagrams
- Integrability of (Non-)Linear Rough Differential Equations and Integrals
- Gibbs measures on Brownian currents
- Non-linear rough heat equations
- Support theorem for a singular SPDE: the case of gPAM
- Quasilinear SPDEs via rough paths
- A theory of regularity structures
- Yet another introduction to rough paths
- Hölder-continuous rough paths by Fourier normal ordering
- Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion
- A note on the applications of Wick products and Feynman diagrams in the study of singular partial differential equations
- On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model
- Rough path metrics on a Besov-Nikolskii-type scale
- On the splitting-up method for rough (partial) differential equations
- Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator
- Stochastic differential equations driven by processes generated by divergence form operators. II: Convergence results
- Young differential delay equations driven by Hölder continuous paths
- The extension of step-N signatures
- Hörmander's theorem for semilinear SPDEs
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
- Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)
- Nonautonomous Young differential equations revisited
- Integrability and tail estimates for Gaussian rough differential equations
- Introduction
- Robust filtering: correlated noise and multidimensional observation
- A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering
- Stabilization by unbounded‐variation noises
- Multiresolution Hilbert approach to multidimensional Gauss-Markov processes
- Global Solutions to Rough Differential Equations with Unbounded Vector Fields
- The uniqueness of signature problem in the non-Markov setting
- Stochastic calculus with respect to fractional Brownian motion
- Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion
- A quasi-sure non-degeneracy property for the Brownian rough path
- Stochastic heat equation driven by fractional noise and local time
- A tree approach to \(p\)-variation and to integration
- Model‐free portfolio theory: A rough path approach
- BACKWARD REPRESENTATION OF THE ROUGH INTEGRAL: AN APPROACH BASED ON FRACTIONAL CALCULUS
- Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients
- Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
- Central limit theorems for non-symmetric random walks on nilpotent covering graphs. I
- Ramification of rough paths
- Young integrals and SPDEs
- Two-parameter \(p,q\)-variation paths and integrations of local times
- Short time full asymptotic expansion of hypoelliptic heat kernel at the cut locus
- A course on rough paths. With an introduction to regularity structures
- Random attractors for rough stochastic partial differential equations
- Semi-discretization for stochastic scalar conservation laws with multiple rough fluxes
- Coupling all the Lévy stochastic areas of multidimensional Brownian motion
- The strong Feller property for singular stochastic PDEs
- Impulsive control systems with trajectories of bounded \(p\)-variation
- Asymptotic behavior of differential equations driven by periodic and random processes with slowly decaying correlations
- Partial differential equations driven by rough paths
- Uniqueness for the signature of a path of bounded variation and the reduced path group
- Mild solutions for a class of fractional SPDEs and their sample paths
- scientific article; zbMATH DE number 7370564 (Why is no real title available?)
- On the Wiener chaos expansion of the signature of a Gaussian process
- Approximating three-dimensional magnetohydrodynamics system forced by space-time white noise
- Flows Driven by Banach Space-Valued Rough Paths
- The relation between mixed and rough SDEs and its application to numerical methods
- A Stratonovich-Skorohod integral formula for Gaussian rough paths
- Invariance for rough differential equations
- Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths
- Integration with respect to the non-commutative fractional Brownian motion
- The rough path associated to the multidimensional analytic fBm with any Hurst parameter
- Fractal dimensions of rough differential equations driven by fractional Brownian motions
- A note on the notion of geometric rough paths
- Enhanced Gaussian processes and applications
- scientific article; zbMATH DE number 1971703 (Why is no real title available?)
- Unbounded rough drivers
- On probability laws of solutions to differential systems driven by a fractional Brownian motion
- A variation embedding theorem and applications
- The stochastic wave equation with fractional noise: a random field approach
- Large deviations and support theorem for diffusion processes via rough paths.
- Rough differential equations containing path-dependent bounded variation terms
- Slow-fast systems with fractional environment and dynamics
- Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
- On a maximal inequality and its application to SDEs with singular drift
- Physical Brownian motion in a magnetic field as a rough path
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