Variability and the existence of rough integrals with irregular coefficients
fractional Brownian motionfractional rough path integralsfunctions of bounded variationGaussian processesirregular multiplicative functionalsvariability
Fractional derivatives and integrals (26A33) Absolutely continuous real functions of several variables, functions of bounded variation (26B30) Potentials and capacities, extremal length and related notions in higher dimensions (31B15) Singular and oscillatory integrals (Calderón-Zygmund, etc.) (42B20) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Gaussian processes (60G15) Sample path properties (60G17) Fractional processes, including fractional Brownian motion (60G22) Rough paths (60L20)
- A construction of the rough path above fractional Brownian motion using Volterra's representation
- A course on rough paths. With an introduction to regularity structures
- An extension of the stochastic sewing lemma and applications to fractional stochastic calculus
- An inequality of the Hölder type, connected with Stieltjes integration.
- Controlling rough paths
- Differential equations driven by fractional Brownian motion
- 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.
- Differential equations driven by rough signals
- Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
- Estimates for the solution to stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H (13, 12)
- Extension theorem for rough paths via fractional calculus
- Gaussian fluctuations for the stochastic heat equation with colored noise
- scientific article; zbMATH DE number 438987 (Why is no real title available?)
- scientific article; zbMATH DE number 1448982 (Why is no real title available?)
- scientific article; zbMATH DE number 3399629 (Why is no real title available?)
- Integrals along rough paths via fractional calculus
- Integration of controlled rough paths via fractional calculus
- Integration with respect to fractal functions and stochastic calculus. I
- Integration with respect to fractal functions and stochastic calculus. II
- Maximal Functions in Sobolev Spaces
- Multidimensional stochastic processes as rough paths. Theory and applications.
- On Sobolev rough paths
- Rough path analysis via fractional calculus
- Sobolev regularity of occupation measures and paths, variability and compositions
- Stochastic analysis, rough path analysis and fractional Brownian motions.
- System Control and Rough Paths
- Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients
- Weakly Differentiable Functions
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