SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Random walks and Lévy processes as rough paths
12 references·0 citing·28 second hop
Random walks and Lévy processes as rough paths (2017)Random walks and Lévy processes as rough …The signature of a rough path: Uniqueness (2016)The signature of a rough path…Discretely sampled signals and the rough Hoff process (2016)Discretely sampled signals an…Characteristic functions of measures on geometric rough paths (2016)Characteristic functions of m…Geometric versus non-geometric rough paths (2015)Geometric versus non-geometri…Uniqueness 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…Rough path limits of the Wong–Zakai type with a modified drift term (2009)Rough path limits of the Wong…Ramification of rough paths (2009)Ramification of rough pathsFrom random walks to rough paths (2009)From random walks to rough pa…On uniformly subelliptic operators and stochastic area (2007)On uniformly subelliptic oper…Path-wise solutions of stochastic differential equations driven by Lévy processes (2001)Path-wise solutions of stocha…Processes With Independent Increments on a Lie Group (1978)Processes With Independent In…Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Analysis (1997)Differential equations driven by rough signals (1998)Integrability of (Non-)Linear Rough Differential Equations and Integrals (2013)Canonical RDEs and general semimartingales as rough paths (2018)Differential Equations Driven by Rough Paths (2007)Physical Brownian motion in a magnetic field as a rough path (2015)System Control and Rough Paths (2002)Controlling rough paths (2004)Rough evolution equations (2006)Rough evolution equations (2010)Smoothness of the density for solutions to Gaussian rough differential equations (2014)Diffusion processes with continuous coefficients, I (1969)Diffusion processes with continuous coefficients, II (1969)Stochastic area for Brownian motion on the Sierpinski gasket (1998)Stochastic Integral Equations without Probability (2000)Long memory in continuous‐time stochastic volatility models (1998)Volatility Is Rough (2018)Non-parametric Pricing and Hedging of Exotic Derivatives (2020)Sig-SDEs model for quantitative finance (2020)A Course on Rough Paths (2014)Differential equations driven by rough paths with jumps (2018)A regularity structure for rough volatility (2019)Hörmander’s theorem for semilinear SPDEs (2019)General rough integration, Lévy rough paths and a Lévy–Kintchine-type formula (2017)A Data-Driven Market Simulator for Small Data Environments (2020)Densities for rough differential equations under Hörmander’s condition (2010)Averaging along irregular curves and regularisation of ODEs (2016)
this work references cited by second hop

References

  • 2010Multidimensional Stochastic Processes as Rough Paths750 cited
  • 2010Uniqueness for the signature of a path of bounded variation and the reduced path group165 cited
  • 2009Ramification of rough paths150 cited
  • 2016The signature of a rough path: Uniqueness94 cited
  • 2015Geometric versus non-geometric rough paths85 cited
  • 2016Characteristic functions of measures on geometric rough paths58 cited
  • 2009Rough path limits of the Wong–Zakai type with a modified drift term44 cited
  • 1978Processes With Independent Increments on a Lie Group44 cited
  • 2016Discretely sampled signals and the rough Hoff process40 cited
  • 2001Path-wise solutions of stochastic differential equations driven by Lévy processes32 cited
  • 2009From random walks to rough paths27 cited
  • 2007On uniformly subelliptic operators and stochastic area24 cited

Cited by

No citing works inside the corpus for this window.

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