Canonical RDEs and general semimartingales as rough paths

Canonical RDEs and general semimartingales as rough paths

In the spirit of Marcus canonical stochastic differential equations, we study a similar notion of rough differential equations (RDEs), notably dropping the assumption of continuity prevalent in the rough path literature. A new metric is exhibited in which the solution map is a continuous function of...

Detaylı Bibliyografya
Asıl Yazarlar:	Chevyrev, I, Friz, P
Materyal Türü:	Journal article
Baskı/Yayın Bilgisi:	Institute of Mathematical Statistics 2018

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