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    Multiscale systems, homogenization, and rough paths by Chevyrev, I, Friz, P, Korepanov, A, Melbourne, I, Zhang, H

    Published 2019
    “…We survey the origins of this theory and then revisit and improve the analysis of Kelly-Melbourne [Ann. Probab. Volume 44, Number 1 (2016), 479-520], taking into account recent progress in p-variation and càdlàg rough path theory.…”
    Conference item
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