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Delay equations driven by rough paths

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References

1998Differential equations driven by rough signals1,077 cited
1998Integration with respect to fractal functions and stochastic calculus. I589 cited
2004Controlling rough paths578 cited
2002System Control and Rough Paths519 cited
2002Differential equations driven by fractional Brownian motion408 cited
1993Forward, backward and symmetric stochastic integration318 cited
2002Stochastic analysis, rough path analysis and fractional Brownian motions317 cited
2003Stochastic integration with respect to fractional brownian motion230 cited
2003Stochastic integration with respect to the fractional Brownian motion228 cited
2005Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)133 cited
2003Stochastic integration with respect to fractional Brownian motion and applications121 cited
2006Rough evolution equations120 cited
2010Rough evolution equations102 cited
2003An Introduction to Rough Paths102 cited
2006Curvilinear Integrals Along Enriched Paths97 cited

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2011

Non-linear rough heat equations

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2011Malliavin Calculus for Fractional Delay Equations33 cited

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2009Discretizing the fractional Lévy area26 cited

2018One-dimensional reflected rough differential equations22 cited

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2012Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion19 cited