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On uniformly subelliptic operators and stochastic area
5 references·1 citing·21 second hop
On uniformly subelliptic operators and stochastic area (2007)On uniformly subelliptic operators and st…Euler estimates for rough differential equations (2007)Euler estimates for rough dif…A note on the notion of geometric rough paths (2005)A note on the notion of geome…System Control and Rough Paths (2002)System Control and Rough PathsDifferential equations driven by rough signals (1998)Differential equations driven…Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equat…Random walks and Lévy processes as rough paths (2017)Random walks and Lévy process…Stochastic Flows and Stochastic Differential Equations (1998)Continuous Martingales and Brownian Motion (1999)Rough path limits of the Wong–Zakai type with a modified drift term (2009)ANOTHER APPROACH TO SOME ROUGH AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (2011)Flows Driven by Banach Space-Valued Rough Paths (2014)Stochastic Analysis (1997)Non-degeneracy of Wiener functionals arising from rough differential equations (2009)Partial differential equations driven by rough paths (2009)Flows driven by rough paths (2015)Numerical solution of stochastic differential equations (2016)Ramification of rough paths (2009)Multidimensional Stochastic Processes as Rough Paths (2010)Uniqueness for the signature of a path of bounded variation and the reduced path group (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)Differential equations driven by fractional Brownian motion (2002)Controlling rough paths (2004)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Backward Stochastic Differential Equations in Finance (1997)Controlled Markov Processes and Viscosity Solutions (2005)
this work references cited by second hop

References

  • 1983Stochastic Differential Equations and Diffusion Processes3,836 cited
  • 1998Differential equations driven by rough signals1,077 cited
  • 2002System Control and Rough Paths519 cited
  • 2005A note on the notion of geometric rough paths60 cited
  • 2007Euler estimates for rough differential equations51 cited

Cited by

  • 2017Random walks and Lévy processes as rough paths23 cited

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