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Physical Brownian motion in a magnetic field as a rough path
11 references·3 citing·29 second hop
Physical Brownian motion in a magnetic field as a rough path (2015)Physical Brownian motion in a magnetic fi…Smoothness of the density for solutions to Gaussian rough differential equations (2014)Smoothness of the density for…A Course on Rough Paths (2014)A Course on Rough PathsUniqueness for the signature of a path of bounded variation and the reduced path group (2010)Uniqueness for the signature …Multidimensional Stochastic Processes as Rough Paths (2010)Multidimensional Stochastic P…Differential equations driven by Gaussian signals (2010)Differential equations driven…Densities for rough differential equations under Hörmander’s condition (2010)Densities for rough different…Rough path analysis via fractional calculus (2008)Rough path analysis via fract…UNIQUENESS FOR THE SIGNATURE OF A PATH OF BOUNDED VARIATION AND THE REDUCED PATH GROUP (2006)UNIQUENESS FOR THE SIGNATURE …Cubature on Wiener space (2004)Cubature on Wiener spaceSystem Control and Rough Paths (2002)System Control and Rough PathsDifferential equations driven by rough signals (1998)Differential equations driven…Canonical RDEs and general semimartingales as rough paths (2018)Canonical RDEs and general se…General rough integration, Lévy rough paths and a Lévy–Kintchine-type formula (2017)General rough integration, Lé…Discretely sampled signals and the rough Hoff process (2016)Discretely sampled signals an…Differential Equations Driven by Rough Paths (2007)Characteristic functions of measures on geometric rough paths (2016)The signature of a rough path: Uniqueness (2016)A Data-Driven Market Simulator for Small Data Environments (2020)Stochastic Differential Equations and Diffusion Processes (1983)An Introduction to Rough Paths (2003)Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing (2008)Numerical solution of stochastic differential equations (2016)On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations (2019)Fractional Brownian Motions, Fractional Noises and Applications (1968)The Malliavin Calculus and Related Topics (2006)Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion (2008)Continuous Martingales and Brownian Motion (1999)A (rough) pathwise approach to a class of non-linear stochastic partial differential equations (2010)Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths (2013)Differential Equations Driven by Rough Paths (2007)Rough paths, Signatures and the modelling of functions on streams (2014)Analysis of the Rosenblatt process (2008)Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation (2008)Stochastic heat equation driven by fractional noise and local time (2008)Differential equations driven by fractional Brownian motion (2002)Controlling rough paths (2004)Geometric versus non-geometric rough paths (2015)Malliavin calculus for regularity structures: The case of gPAM (2016)The Jain–Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory (2016)A Wong-Zakai theorem for stochastic PDEs (2015)A stochastic sewing lemma and applications (2018)Averaging dynamics driven by fractional Brownian motion (2020)Averaging along irregular curves and regularisation of ODEs (2016)
this work references cited by second hop

References

  • 1998Differential equations driven by rough signals1,077 cited
  • 2010Multidimensional Stochastic Processes as Rough Paths750 cited
  • 2002System Control and Rough Paths519 cited
  • 2014A Course on Rough Paths428 cited
  • 2004Cubature on Wiener space196 cited
  • 2010Uniqueness for the signature of a path of bounded variation and the reduced path group165 cited
  • 2006UNIQUENESS FOR THE SIGNATURE OF A PATH OF BOUNDED VARIATION AND THE REDUCED PATH GROUP135 cited
  • 2010Densities for rough differential equations under Hörmander’s condition131 cited
  • 2010Differential equations driven by Gaussian signals113 cited
  • 2014Smoothness of the density for solutions to Gaussian rough differential equations106 cited
  • 2008Rough path analysis via fractional calculus80 cited

Cited by

  • 2017General rough integration, Lévy rough paths and a Lévy–Kintchine-type formula47 cited
  • 2016Discretely sampled signals and the rough Hoff process40 cited
  • 2018Canonical RDEs and general semimartingales as rough paths35 cited

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