Differential structure and flow equations on rough path space

Differential structure and flow equations on rough path space

Εμφάνιση άλλων εκδόσεων (1)

We introduce a differential structure for the space of weakly geometric p rough paths over a Banach space V for 2

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς:	Qian, Z, Tudor, J
Μορφή:	Journal article
Γλώσσα:	English
Έκδοση:	2011

Παρόμοια τεκμήρια

Differential structure and flow equations on rough path space
ανά: Qian, Z, κ.ά.
Έκδοση: (2011)

Flow equations on spaces of rough paths
ανά: Lyons, T, κ.ά.
Έκδοση: (1997)

Rough differential equations with path-dependent coefficients
ανά: Ananova, A
Έκδοση: (2020)

Differential Equations driven by Π-rough paths
ανά: Gyurkó, L
Έκδοση: (2012)

Rough paths, kernels, differential equations and an algebra of functions on streams
ανά: Salvi, C
Έκδοση: (2021)

A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations
ανά: Diehl, J, κ.ά.
Έκδοση: (2014)

System control and rough paths /
ανά: 386464 Lyons, Terry, κ.ά.
Έκδοση: (2002)

Finite dimensional characteristic functions of Brownian rough path
ανά: Geng, X, κ.ά.
Έκδοση: (2017)

Stochastic analysis, rough path analysis and fractional Brownian motions
ανά: Coutin, L, κ.ά.
Έκδοση: (2002)

Rough analysis and stochastic partial differential equations
ανά: Jin, R
Έκδοση: (2024)

Neural rough differential equations for long time series
ανά: Morrill, J, κ.ά.
Έκδοση: (2021)

Neural rough differential equations for long time series
ανά: Morrill, J, κ.ά.
Έκδοση: (2020)

Rough Paths on Manifolds
ανά: Cass, T, κ.ά.
Έκδοση: (2011)

Rough paths and SPDE*
ανά: Bailleul Ismael, κ.ά.
Έκδοση: (2023-01-01)

Large deviations and support theorem for diffusion processes via rough paths
ανά: Ledoux, M, κ.ά.
Έκδοση: (2002)

Integrability and tail estimates for Gaussian rough differential equations
ανά: Cass, T, κ.ά.
Έκδοση: (2011)

On the splitting-up method for rough (partial) differential equations
ανά: Friz, P, κ.ά.
Έκδοση: (2011)

Numerical methods for approximating solutions to rough differential equations
ανά: Gyurko, L
Έκδοση: (2008)

Differential Equations Driven by Rough Paths [electronic resource]: Ecole d'ete de Probabilites de Saint-Flour XXXIV - 2004/
ανά: 357343 Lyons, Terry J., κ.ά.
Έκδοση: (2007)

A quasi-sure non-degeneracy property for the Brownian rough path
ανά: Boedihardjo, H, κ.ά.
Έκδοση: (2018)

Roughness properties of paths and signals
ανά: Das, P
Έκδοση: (2022)

On (p,q)-rough paths
ανά: Lejay, A, κ.ά.
Έκδοση: (2006)

An extension theorem to rough paths
ανά: Lyons, T, κ.ά.
Έκδοση: (2007)

Lipschitz geometry and rough paths
ανά: Boutaib, Y
Έκδοση: (2016)

Quasi-sure existence of gaussian rough paths and large deviation principles for capacities
ανά: Boedihardjo, H, κ.ά.
Έκδοση: (2016)

Optimal execution with rough path signatures
ανά: Kalsi, J, κ.ά.
Έκδοση: (2020)

Semi-implicit Taylor schemes for stiff rough differential equations
ανά: Riedel, S, κ.ά.
Έκδοση: (2020)

Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited
ανά: Diehl, J, κ.ά.
Έκδοση: (2014)

A uniform estimate for rough paths
ανά: Lyons, T, κ.ά.
Έκδοση: (2011)

Multiscale systems, homogenization, and rough paths
ανά: Chevyrev, I, κ.ά.
Έκδοση: (2019)

The signature of a rough path: uniqueness
ανά: Geng, X
Έκδοση: (2015)

Rough Paths above Weierstrass Functions
ανά: Cellarosi, Francesco, κ.ά.
Έκδοση: (2024-11-01)

A rough path perspective on renormalization
ανά: Bruned, Y, κ.ά.
Έκδοση: (2019)

The signature of a rough path: Uniqueness
ανά: Boedihardjo, H, κ.ά.
Έκδοση: (2016)

Examples of Itô càdlàg rough paths
ανά: Chong, L, κ.ά.
Έκδοση: (2018)

New directions in the applications of rough path theory
ανά: Fermanian, A, κ.ά.
Έκδοση: (2023)

Order book models, signatures and numerical approximations of rough differential equations
ανά: Janssen, A
Έκδοση: (2012)

Roughness of (ℤ+,ℤ-)-Nonuniform Exponential Dichotomy for Difference Equations in Banach Spaces
ανά: Nicolae Lupa
Έκδοση: (2014-01-01)

Discrete approximations in stochastic rough path theory
ανά: Flint, G
Έκδοση: (2016)

A transfer principle for branched rough paths
ανά: Ferrucci, E
Έκδοση: (2023)