Bilinear equations in Hilbert space driven by paths of low regularity
type: Item
instance of: scholarly article
title: Bilinear equations in Hilbert space driven by paths of low regularity
zbMATH Open document ID: 1464.60065
author: Petr Čoupek
author: María J. Garrido-Atienza
published in: Discrete and Continuous Dynamical Systems. Series B
publication date: 2021-05-20T00:00:00Z
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 47D06
zbMATH DE Number: 7349991
zbMATH Keywords: Itô-Föllmer calculus
zbMATH Keywords: \(p\)-th variation along a sequence of partitions
zbMATH Keywords: multiplicative noise
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: rough paths
MaRDI profile type: Publication
full work available at URL: dcdsb.2020230
OpenAlex ID: W3045338629
cites work: Sobolev Spaces, Their Generalizations and Elliptic Problems in Smooth and Lipschitz Domains
cites work: Stochastic integration with respect to the fractional Brownian motion
cites work: Q3027518
cites work: Pathwise integration with respect to paths of finite quadratic variation
cites work: Q5471419
cites work: Partial differential equations driven by rough paths
cites work: A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
cites work: Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
cites work: Change of variable formulas for non-anticipative functionals on path space
cites work: Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity
cites work: On the path regularity of a stochastic process in a hilbert space, defined by the ito integral
cites work: Arbitrage bounds for prices of weighted variance swaps
cites work: Pathwise stochastic calculus with local times
cites work: Stochastic analysis of the fractional Brownian motion
cites work: One-dimensional reflected rough differential equations
cites work: A priori estimates for rough PDEs with application to rough conservation laws
cites work: Non-linear rough heat equations
cites work: Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
cites work: One-Parameter Semigroups for Linear Evolution Equations
cites work: On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\)
cites work: Q3911166
cites work: Probabilistic aspects of finance
cites work: A course on rough paths. With an introduction to regularity structures
cites work: Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters \(H\in (1/3,1/2]\)
cites work: Random dynamical systems for stochastic evolution equations driven by multiplicative fractional Brownian noise with Hurst parameters \(H\in(1/3,1/2]\)
cites work: Semilinear stochastic equations with bilinear fractional noise
cites work: Ramification of rough paths
cites work: PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES
cites work: Young integrals and SPDEs
cites work: Rough evolution equations
cites work: The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes
cites work: Q3282423
cites work: Local mild solutions for rough stochastic partial differential equations
cites work: Remarks on Föllmer's pathwise Itô calculus
cites work: Rough path analysis via fractional calculus
cites work: On a theorem for linear evolution equations of hyperbolic type
cites work: An energy method for rough partial differential equations
cites work: A superhedging approach to stochastic integration
cites work: Differential equations driven by rough signals
cites work: Evolution equations driven by a fractional Brownian motion
cites work: Stochastic affine evolution equations with multiplicative fractional noise.
cites work: On (signed) Takagi-Landsberg functions: \(p\)th variation, maximum, and modulus of continuity
cites work: The Malliavin Calculus and Related Topics
cites work: Semigroups of linear operators and applications to partial differential equations
cites work: Pathwise stochastic integrals for model free finance
cites work: Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
cites work: A Remark on the 1/H-Variation of the Fractional Brownian Motion
cites work: Q4226355
cites work: Arbitrage with Fractional Brownian Motion
cites work: Stochastic calculus with respect to continuous finite quadratic variation processes
cites work: On the $p$th variation of a class of fractal functions
cites work: Q3171480
cites work: Q3207428
cites work: Q3336200
cites work: Analysis of Variations for Self-similar Processes
cites work: Integration with respect to fractal functions and stochastic calculus. II
cites work: Q3336199
DOI: 10.3934/DCDSB.2020230