Differential structure and flow equations on rough path space

Differential structure and flow equations on rough path space

Бусад хувилбаруудыг харуулах (1)

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

Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид:	Qian, Z, Tudor, J
Формат:	Journal article
Хэл сонгох:	English
Хэвлэсэн:	2011

Ижил төстэй зүйлс

Differential structure and flow equations on rough path space
-н: Qian, Z, зэрэг
Хэвлэсэн: (2011)

Flow equations on spaces of rough paths
-н: Lyons, T, зэрэг
Хэвлэсэн: (1997)

Rough differential equations with path-dependent coefficients
-н: Ananova, A
Хэвлэсэн: (2020)

Differential Equations driven by Π-rough paths
-н: Gyurkó, L
Хэвлэсэн: (2012)

Rough paths, kernels, differential equations and an algebra of functions on streams
-н: Salvi, C
Хэвлэсэн: (2021)

A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations
-н: Diehl, J, зэрэг
Хэвлэсэн: (2014)

System control and rough paths /
-н: 386464 Lyons, Terry, зэрэг
Хэвлэсэн: (2002)

Finite dimensional characteristic functions of Brownian rough path
-н: Geng, X, зэрэг
Хэвлэсэн: (2017)

Stochastic analysis, rough path analysis and fractional Brownian motions
-н: Coutin, L, зэрэг
Хэвлэсэн: (2002)

Rough analysis and stochastic partial differential equations
-н: Jin, R
Хэвлэсэн: (2024)

Neural rough differential equations for long time series
-н: Morrill, J, зэрэг
Хэвлэсэн: (2021)

Neural rough differential equations for long time series
-н: Morrill, J, зэрэг
Хэвлэсэн: (2020)

Rough Paths on Manifolds
-н: Cass, T, зэрэг
Хэвлэсэн: (2011)

Rough paths and SPDE*
-н: Bailleul Ismael, зэрэг
Хэвлэсэн: (2023-01-01)

Large deviations and support theorem for diffusion processes via rough paths
-н: Ledoux, M, зэрэг
Хэвлэсэн: (2002)

Integrability and tail estimates for Gaussian rough differential equations
-н: Cass, T, зэрэг
Хэвлэсэн: (2011)

On the splitting-up method for rough (partial) differential equations
-н: Friz, P, зэрэг
Хэвлэсэн: (2011)

Numerical methods for approximating solutions to rough differential equations
-н: Gyurko, L
Хэвлэсэн: (2008)

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

A quasi-sure non-degeneracy property for the Brownian rough path
-н: Boedihardjo, H, зэрэг
Хэвлэсэн: (2018)

Roughness properties of paths and signals
-н: Das, P
Хэвлэсэн: (2022)

On (p,q)-rough paths
-н: Lejay, A, зэрэг
Хэвлэсэн: (2006)

An extension theorem to rough paths
-н: Lyons, T, зэрэг
Хэвлэсэн: (2007)

Lipschitz geometry and rough paths
-н: Boutaib, Y
Хэвлэсэн: (2016)

Quasi-sure existence of gaussian rough paths and large deviation principles for capacities
-н: Boedihardjo, H, зэрэг
Хэвлэсэн: (2016)

Optimal execution with rough path signatures
-н: Kalsi, J, зэрэг
Хэвлэсэн: (2020)

Semi-implicit Taylor schemes for stiff rough differential equations
-н: Riedel, S, зэрэг
Хэвлэсэн: (2020)

Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited
-н: Diehl, J, зэрэг
Хэвлэсэн: (2014)

A uniform estimate for rough paths
-н: Lyons, T, зэрэг
Хэвлэсэн: (2011)

Multiscale systems, homogenization, and rough paths
-н: Chevyrev, I, зэрэг
Хэвлэсэн: (2019)

The signature of a rough path: uniqueness
-н: Geng, X
Хэвлэсэн: (2015)

Rough Paths above Weierstrass Functions
-н: Cellarosi, Francesco, зэрэг
Хэвлэсэн: (2024-11-01)

A rough path perspective on renormalization
-н: Bruned, Y, зэрэг
Хэвлэсэн: (2019)

The signature of a rough path: Uniqueness
-н: Boedihardjo, H, зэрэг
Хэвлэсэн: (2016)

Examples of Itô càdlàg rough paths
-н: Chong, L, зэрэг
Хэвлэсэн: (2018)

New directions in the applications of rough path theory
-н: Fermanian, A, зэрэг
Хэвлэсэн: (2023)

Order book models, signatures and numerical approximations of rough differential equations
-н: Janssen, A
Хэвлэсэн: (2012)

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

Discrete approximations in stochastic rough path theory
-н: Flint, G
Хэвлэсэн: (2016)

A transfer principle for branched rough paths
-н: Ferrucci, E
Хэвлэсэн: (2023)