The extension of step-N signatures

DOI10.3906/mat-2010-82OpenAlexW3165189208MaRDI QIDQ5101391

Kistosil Fahim

Publication date: 30 August 2022

Published in: TURKISH JOURNAL OF MATHEMATICS (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3906/mat-2010-82

zbMATH Keywords

signatureLie algebraLie grouprough path

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) General properties and structure of complex Lie groups (22E10) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• Non-linear rough heat equations
• Rough Volterra equations. II: Convolutional generalized integrals
• A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
• Young integrals and SPDEs
• 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.
• Partial differential equations driven by rough paths
• Differential equations driven by rough signals
• Stochastic analysis, rough path analysis and fractional Brownian motions.
• Rough evolution equations
• Good rough path sequences and applications to anticipating stochastic calculus
• Approximations of the Brownian rough path with applications to stochastic analysis
• PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES
• Differential Equations Driven byΠ-Rough Paths
• Multidimensional Stochastic Processes as Rough Paths
• ROUGH VOLTERRA EQUATIONS 1: THE ALGEBRAIC INTEGRATION SETTING
• System Control and Rough Paths
• A course on rough paths. With an introduction to regularity structures

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