A uniform estimate for rough paths

DOI10.1016/j.bulsci.2013.04.004zbMath1296.60155arXiv1110.5278OpenAlexW2088291234MaRDI QIDQ390507

Wei-jun Xu, Terence J. Lyons

Publication date: 8 January 2014

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.5278

zbMATH Keywords

rough pathsuniform estimate

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Related Items (1)

Perturbed linear rough differential equations

Cites Work

• Unnamed Item
• Differential equations driven by rough signals
• Multidimensional Stochastic Processes as Rough Paths
• Fractional order Taylor's series and the neo-classical inequality

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