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

書目詳細資料
Main Authors:	Qian, Z, Tudor, J
格式:	Journal article
語言:	English
出版:	2011

相似書籍

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

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

Rough differential equations with path-dependent coefficients
由: Ananova, A
出版: (2020)

Differential Equations driven by Π-rough paths
由: Gyurkó, L
出版: (2012)

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

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

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

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

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

Rough analysis and stochastic partial differential equations
由: Jin, R
出版: (2024)

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

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

Rough Paths on Manifolds
由: Cass, T, et al.
出版: (2011)

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

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

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

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

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

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

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

Roughness properties of paths and signals
由: Das, P
出版: (2022)

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

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

Lipschitz geometry and rough paths
由: Boutaib, Y
出版: (2016)

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

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

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

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

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

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

The signature of a rough path: uniqueness
由: Geng, X
出版: (2015)

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

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

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

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

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

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

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

Discrete approximations in stochastic rough path theory
由: Flint, G
出版: (2016)

A transfer principle for branched rough paths
由: Ferrucci, E
出版: (2023)