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A Course on Rough Paths: With an Introduction to Regularity Structures
3 references·7 citing·28 second hop
A Course on Rough Paths: With an Introduction to Regularity Structures (2020)A Course on Rough Paths: With an Introduc…A Course on Rough Paths (2014)A Course on Rough PathsSystem Control and Rough Paths (2002)System Control and Rough PathsDifferential equations driven by rough signals (1998)Differential equations driven…Volterra equations driven by rough signals (2021)Volterra equations driven by …One-dimensional reflected rough differential equations (2018)One-dimensional reflected rou…Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac (2017)Stochastic partial differenti…Random dynamical systems, rough paths and rough flows (2017)Random dynamical systems, rou…Discretely sampled signals and the rough Hoff process (2016)Discretely sampled signals an…Rough differential equations driven by signals in Besov spaces (2015)Rough differential equations …Pathwise Taylor expansions for random fields on multiple dimensional paths (2015)Pathwise Taylor expansions fo…Stochastic partial differential equations and filtering of diffusion processes (1980)Backward stochastic differential equations and quasilinear parabolic partial differential equations (2005)Multidimensional Stochastic Processes as Rough Paths (2010)Rough linear transport equation with an irregular drift (2016)Nonlinear Young Differential Equations: A Review (2021)On the non-existence of path integrals (1991)Variation of iterated Brownian motion (1994)Stochastic area for Brownian motion on the Sierpinski gasket (1998)Long memory in continuous‐time stochastic volatility models (1998)Random walks and Lévy processes as rough paths (2017)Volatility Is Rough (2018)Non-parametric Pricing and Hedging of Exotic Derivatives (2020)Sig-SDEs model for quantitative finance (2020)Stochastic Calculus for Fractional Brownian Motion and Related Processes (2008)Stochastic differential equations with reflecting boundary conditions (1984)Stochastic Flows and Stochastic Differential Equations (1998)Stochastic Differential Equations (2006)Global solutions for semilinear rough partial differential equations (2022)Controlled viscosity solutions of fully nonlinear rough PDEs (2014)Numerical solution of stochastic differential equations (2016)Functional Itô calculus (2019)Path dependent optimal transport and model calibration on exotic derivatives (2021)Brownian Motion and Stochastic Calculus (2007)Controlling rough paths (2004)Power and Bipower Variation with Stochastic Volatility and Jumps (2004)A Wong-Zakai theorem for stochastic PDEs (2015)A stochastic sewing lemma and applications (2018)Averaging dynamics driven by fractional Brownian motion (2020)
this work references cited by second hop

References

  • 1998Differential equations driven by rough signals1,077 cited
  • 2002System Control and Rough Paths519 cited
  • 2014A Course on Rough Paths428 cited

Cited by

  • 2016Discretely sampled signals and the rough Hoff process40 cited
  • 2017Random dynamical systems, rough paths and rough flows40 cited
  • 2017Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac29 cited
  • 2015Rough differential equations driven by signals in Besov spaces27 cited
  • 2018One-dimensional reflected rough differential equations22 cited
  • 2015Pathwise Taylor expansions for random fields on multiple dimensional paths20 cited
  • 2021Volterra equations driven by rough signals16 cited

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