An Introduction to Rough Paths

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVII ◽

10.1007/978-3-540-40004-2_1 ◽

2003 ◽

pp. 1-59 ◽

Author(s):

Antoine Lejay

Keyword(s):

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A uniform estimate for rough paths

Bulletin des Sciences Mathématiques ◽

10.1016/j.bulsci.2013.04.004 ◽

2013 ◽

Vol 137 (7) ◽

pp. 867-879

Author(s):

Terry J. Lyons ◽

Weijun Xu

Keyword(s):

Uniform Estimate ◽

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Gaussian rough paths

Universitext - A Course on Rough Paths ◽

10.1007/978-3-030-41556-3_10 ◽

2020 ◽

pp. 165-183

Author(s):

Peter K. Friz ◽

Martin Hairer

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Quasi-Optimal Regulators for Nonholonomic Systems Driven by Rough Paths∗∗This work was partially supported by Grant-in-Aid for Young Scientists (B) of KAKENHI (25820184).

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2015.10.213 ◽

2015 ◽

Vol 48 (13) ◽

pp. 51-56

Author(s):

Yûki NISHIMURA

Keyword(s):

Nonholonomic Systems ◽

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Decay rate of iterated integrals of branched rough paths

Annales de l Institut Henri Poincaré C Analyse non linéaire ◽

10.1016/j.anihpc.2017.09.002 ◽

2018 ◽

Vol 35 (4) ◽

pp. 945-969 ◽

Author(s):

Horatio Boedihardjo

Keyword(s):

Rough Paths ◽

Iterated Integrals

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Differential equations driven by rough paths with jumps

Journal of Differential Equations ◽

10.1016/j.jde.2018.01.031 ◽

2018 ◽

Vol 264 (10) ◽

pp. 6226-6301 ◽

Author(s):

Peter K. Friz ◽

Huilin Zhang

Keyword(s):

Differential Equations ◽

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Non-Linear Evolution Equations Driven by Rough Paths

Stochastic Analysis and Applications to Finance - Interdisciplinary Mathematical Sciences ◽

10.1142/9789814383585_0001 ◽

2012 ◽

pp. 1-18 ◽

Author(s):

Thomas Cass ◽

Zhongmin Qian ◽

Jan Tudor

Keyword(s):

Evolution Equations ◽

Rough Paths ◽

Linear Evolution ◽

Linear Evolution Equations

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Rough Paths

Differential Equations Driven by Rough Paths - Lecture Notes in Mathematics ◽

10.1007/978-3-540-71285-5_3 ◽

2007 ◽

pp. 41-61

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PATH INTEGRATION ALONG ROUGH PATHS

System Control and Rough Paths ◽

10.1093/acprof:oso/9780198506485.003.0005 ◽

2002 ◽

pp. 110-147

Author(s):

Terry Lyons ◽

Zhongmin Qian

Keyword(s):

Path Integration ◽

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BROWNIAN ROUGH PATHS

System Control and Rough Paths ◽

10.1093/acprof:oso/9780198506485.003.0004 ◽

2002 ◽

pp. 61-109 ◽

Author(s):

Terry Lyons ◽

Zhongmin Qian

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ROUGH PATHS

System Control and Rough Paths ◽

10.1093/acprof:oso/9780198506485.003.0003 ◽

2002 ◽

pp. 28-60 ◽

Author(s):

Terry Lyons ◽

Zhongmin Qian

Keyword(s):

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