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...
| Príomhchruthaitheoirí: | , |
|---|---|
| Formáid: | Journal article |
| Foilsithe / Cruthaithe: |
Institute of Mathematical Statistics
2018
|