Differential structure and flow equations on rough path space

Differential structure and flow equations on rough path space

Show other versions (1)

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

Bibliografske podrobnosti
Main Authors:	Qian, Z, Tudor, J
Format:	Journal article
Jezik:	English
Izdano:	2011

Podobne knjige/članki

Differential structure and flow equations on rough path space
od: Qian, Z, et al.
Izdano: (2011)

Flow equations on spaces of rough paths
od: Lyons, T, et al.
Izdano: (1997)

Rough differential equations with path-dependent coefficients
od: Ananova, A
Izdano: (2020)

Differential Equations driven by Π-rough paths
od: Gyurkó, L
Izdano: (2012)

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

A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations
od: Diehl, J, et al.
Izdano: (2014)

System control and rough paths /
od: 386464 Lyons, Terry, et al.
Izdano: (2002)

Finite dimensional characteristic functions of Brownian rough path
od: Geng, X, et al.
Izdano: (2017)

Stochastic analysis, rough path analysis and fractional Brownian motions
od: Coutin, L, et al.
Izdano: (2002)

Rough analysis and stochastic partial differential equations
od: Jin, R
Izdano: (2024)

Neural rough differential equations for long time series
od: Morrill, J, et al.
Izdano: (2021)

Neural rough differential equations for long time series
od: Morrill, J, et al.
Izdano: (2020)

Rough Paths on Manifolds
od: Cass, T, et al.
Izdano: (2011)

Rough paths and SPDE*
od: Bailleul Ismael, et al.
Izdano: (2023-01-01)

Large deviations and support theorem for diffusion processes via rough paths
od: Ledoux, M, et al.
Izdano: (2002)

Integrability and tail estimates for Gaussian rough differential equations
od: Cass, T, et al.
Izdano: (2011)

On the splitting-up method for rough (partial) differential equations
od: Friz, P, et al.
Izdano: (2011)

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

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

A quasi-sure non-degeneracy property for the Brownian rough path
od: Boedihardjo, H, et al.
Izdano: (2018)

Roughness properties of paths and signals
od: Das, P
Izdano: (2022)

On (p,q)-rough paths
od: Lejay, A, et al.
Izdano: (2006)

An extension theorem to rough paths
od: Lyons, T, et al.
Izdano: (2007)

Lipschitz geometry and rough paths
od: Boutaib, Y
Izdano: (2016)

Quasi-sure existence of gaussian rough paths and large deviation principles for capacities
od: Boedihardjo, H, et al.
Izdano: (2016)

Optimal execution with rough path signatures
od: Kalsi, J, et al.
Izdano: (2020)

Semi-implicit Taylor schemes for stiff rough differential equations
od: Riedel, S, et al.
Izdano: (2020)

Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited
od: Diehl, J, et al.
Izdano: (2014)

A uniform estimate for rough paths
od: Lyons, T, et al.
Izdano: (2011)

Multiscale systems, homogenization, and rough paths
od: Chevyrev, I, et al.
Izdano: (2019)

The signature of a rough path: uniqueness
od: Geng, X
Izdano: (2015)

Rough Paths above Weierstrass Functions
od: Cellarosi, Francesco, et al.
Izdano: (2024-11-01)

A rough path perspective on renormalization
od: Bruned, Y, et al.
Izdano: (2019)

The signature of a rough path: Uniqueness
od: Boedihardjo, H, et al.
Izdano: (2016)

Examples of Itô càdlàg rough paths
od: Chong, L, et al.
Izdano: (2018)

New directions in the applications of rough path theory
od: Fermanian, A, et al.
Izdano: (2023)

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

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

Discrete approximations in stochastic rough path theory
od: Flint, G
Izdano: (2016)

A transfer principle for branched rough paths
od: Ferrucci, E
Izdano: (2023)