On rough differential equations
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Publication:1039106
DOI10.1214/EJP.v14-613zbMath1190.60044MaRDI QIDQ1039106
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/231240
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)
Related Items (12)
A moment estimate of the derivative process in rough path theory ⋮ Global Solutions to Rough Differential Equations with Unbounded Vector Fields ⋮ Flows Driven by Banach Space-Valued Rough Paths ⋮ Perturbed linear rough differential equations ⋮ Sensitivity of rough differential equations: an approach through the omega lemma ⋮ A partial rough path space for rough volatility ⋮ Penalisation techniques for one-dimensional reflected rough differential equations ⋮ Non-explosion criteria for rough differential equations driven by unbounded vector fields ⋮ Controlled differential equations as Young integrals: a simple approach ⋮ On nonlinear rough paths ⋮ Stochastic analysis with modelled distributions ⋮ Convergence of Multi-Dimensional Quantized SDE’s
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