SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Rough Burgers-like equations with multiplicative noise
13 references·5 citing·31 second hop
Rough Burgers-like equations with multiplicative noise (2011)Rough Burgers-like equations with multipl…Rough evolution equations (2010)Rough evolution equationsMultidimensional Stochastic Processes as Rough Paths (2010)Multidimensional Stochastic P…Differential equations driven by Gaussian signals (2010)Differential equations driven…A (rough) pathwise approach to a class of non-linear stochastic partial differential equations (2010)A (rough) pathwise approach t…Differential Equations Driven by Rough Paths (2007)Differential Equations Driven…Differential Equations Driven by Rough Paths (2007)Differential Equations Driven…Brownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Rough evolution equations (2006)Rough evolution equationsControlling rough paths (2004)Controlling rough pathsSystem Control and Rough Paths (2002)System Control and Rough PathsDifferential equations driven by fractional Brownian motion (2002)Differential equations driven…Differential equations driven by rough signals (1998)Differential equations driven…Brownian motion and stochastic calculus (1991)Brownian motion and stochasti…A priori estimates for rough PDEs with application to rough conservation laws (2019)A priori estimates for rough …The Jain–Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory (2016)The Jain–Monrad criterion for…2 APPROXIMATING ROUGH STOCHASTIC PDES (2016)2 APPROXIMATING ROUGH STOCHAS…Constrained rough paths (2015)Constrained rough pathsApproximating Rough Stochastic PDEs (2013)Approximating Rough Stochasti…Fractional Brownian Motions, Fractional Noises and Applications (1968)Stochastic Analysis of the Fractional Brownian Motion (1999)Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion (2008)Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion (2008)Fractional stochastic differential equations with applications to finance (2012)The Malliavin Calculus and Related Topics (1995)An introduction to stochastic partial differential equations (2006)The 1-d stochastic wave equation driven by a fractional Brownian sheet (2007)Delay equations driven by rough paths (2008)Non-linear rough heat equations (2011)Integration with respect to fractal functions and stochastic calculus. I (1998)Stochastic analysis, rough path analysis and fractional Brownian motions (2002)Smoothness of the density for solutions to Gaussian rough differential equations (2014)The signature of a rough path: Uniqueness (2016)Stochastic Differential Equations and Diffusion Processes (1983)Densities for rough differential equations under Hörmander’s condition (2010)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)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Controlled Markov Processes and Viscosity Solutions (2005)Elements of Stochastic Calculus via Regularization (2007)Ramification of rough paths (2009)Averaging along irregular curves and regularisation of ODEs (2016)UNIQUENESS FOR THE SIGNATURE OF A PATH OF BOUNDED VARIATION AND THE REDUCED PATH GROUP (2006)Uniqueness for the signature of a path of bounded variation and the reduced path group (2010)A Wong-Zakai theorem for stochastic PDEs (2015)
this work references cited by second hop

References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1991Brownian motion and stochastic calculus2,089 cited
  • 1998Differential equations driven by rough signals1,077 cited
  • 2010Multidimensional Stochastic Processes as Rough Paths750 cited
  • 2004Controlling rough paths578 cited
  • 2002System Control and Rough Paths519 cited
  • 2002Differential equations driven by fractional Brownian motion408 cited
  • 2007Differential Equations Driven by Rough Paths381 cited
  • 2007Differential Equations Driven by Rough Paths237 cited
  • 2006Rough evolution equations120 cited
  • 2010Differential equations driven by Gaussian signals113 cited
  • 2010Rough evolution equations102 cited
  • 2010A (rough) pathwise approach to a class of non-linear stochastic partial differential equations90 cited

Cited by

  • 2016The Jain–Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory54 cited
  • 2019A priori estimates for rough PDEs with application to rough conservation laws53 cited
  • 2016

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2 APPROXIMATING ROUGH STOCHASTIC PDES
32 cited
  • 2013Approximating Rough Stochastic PDEs21 cited
  • 2015Constrained rough paths17 cited