Differential structure and flow equations on rough path space

Differential structure and flow equations on rough path space

अन्य संस्करण दिखाएं (1)

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

ग्रंथसूची विवरण
मुख्य लेखकों:	Qian, Z, Tudor, J
स्वरूप:	Journal article
भाषा:	English
प्रकाशित:	2011

समान संसाधन

Differential structure and flow equations on rough path space
द्वारा: Qian, Z, और अन्य
प्रकाशित: (2011)

Flow equations on spaces of rough paths
द्वारा: Lyons, T, और अन्य
प्रकाशित: (1997)

Rough differential equations with path-dependent coefficients
द्वारा: Ananova, A
प्रकाशित: (2020)

Differential Equations driven by Π-rough paths
द्वारा: Gyurkó, L
प्रकाशित: (2012)

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

A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations
द्वारा: Diehl, J, और अन्य
प्रकाशित: (2014)

System control and rough paths /
द्वारा: 386464 Lyons, Terry, और अन्य
प्रकाशित: (2002)

Finite dimensional characteristic functions of Brownian rough path
द्वारा: Geng, X, और अन्य
प्रकाशित: (2017)

Stochastic analysis, rough path analysis and fractional Brownian motions
द्वारा: Coutin, L, और अन्य
प्रकाशित: (2002)

Rough analysis and stochastic partial differential equations
द्वारा: Jin, R
प्रकाशित: (2024)

Neural rough differential equations for long time series
द्वारा: Morrill, J, और अन्य
प्रकाशित: (2021)

Neural rough differential equations for long time series
द्वारा: Morrill, J, और अन्य
प्रकाशित: (2020)

Rough Paths on Manifolds
द्वारा: Cass, T, और अन्य
प्रकाशित: (2011)

Rough paths and SPDE*
द्वारा: Bailleul Ismael, और अन्य
प्रकाशित: (2023-01-01)

Large deviations and support theorem for diffusion processes via rough paths
द्वारा: Ledoux, M, और अन्य
प्रकाशित: (2002)

Integrability and tail estimates for Gaussian rough differential equations
द्वारा: Cass, T, और अन्य
प्रकाशित: (2011)

On the splitting-up method for rough (partial) differential equations
द्वारा: Friz, P, और अन्य
प्रकाशित: (2011)

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

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

A quasi-sure non-degeneracy property for the Brownian rough path
द्वारा: Boedihardjo, H, और अन्य
प्रकाशित: (2018)

Roughness properties of paths and signals
द्वारा: Das, P
प्रकाशित: (2022)

On (p,q)-rough paths
द्वारा: Lejay, A, और अन्य
प्रकाशित: (2006)

An extension theorem to rough paths
द्वारा: Lyons, T, और अन्य
प्रकाशित: (2007)

Lipschitz geometry and rough paths
द्वारा: Boutaib, Y
प्रकाशित: (2016)

Quasi-sure existence of gaussian rough paths and large deviation principles for capacities
द्वारा: Boedihardjo, H, और अन्य
प्रकाशित: (2016)

Optimal execution with rough path signatures
द्वारा: Kalsi, J, और अन्य
प्रकाशित: (2020)

Semi-implicit Taylor schemes for stiff rough differential equations
द्वारा: Riedel, S, और अन्य
प्रकाशित: (2020)

Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited
द्वारा: Diehl, J, और अन्य
प्रकाशित: (2014)

A uniform estimate for rough paths
द्वारा: Lyons, T, और अन्य
प्रकाशित: (2011)

Multiscale systems, homogenization, and rough paths
द्वारा: Chevyrev, I, और अन्य
प्रकाशित: (2019)

The signature of a rough path: uniqueness
द्वारा: Geng, X
प्रकाशित: (2015)

Rough Paths above Weierstrass Functions
द्वारा: Cellarosi, Francesco, और अन्य
प्रकाशित: (2024-11-01)

A rough path perspective on renormalization
द्वारा: Bruned, Y, और अन्य
प्रकाशित: (2019)

The signature of a rough path: Uniqueness
द्वारा: Boedihardjo, H, और अन्य
प्रकाशित: (2016)

Examples of Itô càdlàg rough paths
द्वारा: Chong, L, और अन्य
प्रकाशित: (2018)

New directions in the applications of rough path theory
द्वारा: Fermanian, A, और अन्य
प्रकाशित: (2023)

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

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

Discrete approximations in stochastic rough path theory
द्वारा: Flint, G
प्रकाशित: (2016)

A transfer principle for branched rough paths
द्वारा: Ferrucci, E
प्रकाशित: (2023)