SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Controlled differential equations as Young integrals: A simple approach
16 references·1 citing·27 second hop
Controlled differential equations as Young integrals: A simple approach (2010)Controlled differential equations as Youn…Multidimensional Stochastic Processes as Rough Paths (2010)Multidimensional Stochastic P…Stochastic Calculus for Fractional Brownian Motion and Related Processes (2008)Stochastic Calculus for Fract…Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion (2008)Malliavin calculus for stocha…Stochastic Differential Equations: Theory and Applications (2007)Stochastic Differential Equat…Stochastic Analysis and Applications (2007)Stochastic Analysis and Appli…Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion (2007)Exact Rate of Convergence of …Differential Equations Driven by Rough Paths (2007)Differential Equations Driven…Differential Equations Driven by Rough Paths (2007)Differential Equations Driven…Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/2 (2007)Differential Equations Driven…Young Integrals and SPDEs (2006)Young Integrals and SPDEsControlling rough paths (2004)Controlling rough pathsAn Introduction to Rough Paths (2003)An Introduction to 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…Differential equations driven by rough signals (I): an extension of an inequality of L. C. Young (1994)Differential equations driven…Rough differential equations driven by signals in Besov spaces (2015)Rough differential equations …Fractional Brownian Motions, Fractional Noises and Applications (1968)Stochastic Analysis of the Fractional Brownian Motion (1999)Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion (2008)Fractional stochastic differential equations with applications to finance (2012)On stochastic differential equations (1951)Stochastic Integration and $L^p$-Theory of Semimartingales (1981)Ergodicity of stochastic differential equations driven by fractional Brownian motion (2005)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)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)Hybrid scheme for Brownian semistationary processes (2017)Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (2019)The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (1990)Chapter 46 Unit roots, structural breaks and trends (1994)Continuous Time Structural Equation Modeling with R Package ctsem (2017)
this work references cited by second hop

References

  • 1998Differential equations driven by rough signals1,077 cited
  • 2008Stochastic Calculus for Fractional Brownian Motion and Related Processes922 cited
  • 2010Multidimensional Stochastic Processes as Rough Paths750 cited
  • 2007Stochastic Differential Equations: Theory and Applications588 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
  • 1994Differential equations driven by rough signals (I): an extension of an inequality of L. C. Young174 cited
  • 2008Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion109 cited
  • 2003An Introduction to Rough Paths102 cited
  • 2006Young Integrals and SPDEs100 cited
  • 2007Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion100 cited
  • 2007Stochastic Analysis and Applications91 cited
  • 2007Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/2

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

84 cited

Cited by

  • 2015Rough differential equations driven by signals in Besov spaces27 cited