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Controlled differential equations as rough integrals - MaRDI portal

Controlled differential equations as rough integrals

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Publication:6344959

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zbMath1510.60047arXiv2007.06295MaRDI QIDQ6344959

Luu Hoang Duc

Publication date: 13 July 2020

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Rough paths (60L20)

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