scientific article; zbMATH DE number 7599174

MaRDI QIDQ5039932

Luu Hoang Duc

Publication date: 10 October 2022

Full work available at URL: https://arxiv.org/abs/2007.06295

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

rough differential equationsrough path theoryrough integralsstochastic differential equations (SDE)

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of topological dynamical systems (37B25) Stochastic stability in control theory (93E15)

Related Items (4)

How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost ⋮ Numerical Attractors for Rough Differential Equations ⋮ Geometric aspects of Young integral: decomposition of flows ⋮ Wong-Zakai type approximations of rough random dynamical systems by smooth noise

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