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The geometry of the space of branched Rough Paths
11 references·0 citing·30 second hop
The geometry of the space of branched Rough Paths (2018)The geometry of the space of branched Rou…Planarly branched rough paths and rough differential equations on homogeneous spaces (2020)Planarly branched rough paths…Geometric versus non-geometric rough paths (2015)Geometric versus non-geometri…A construction of the rough path above fractional Brownian motion using Volterra’s representation (2011)A construction of the rough p…Multidimensional Stochastic Processes as Rough Paths (2010)Multidimensional Stochastic P…Hölder-continuous rough paths by Fourier normal ordering (2010)Hölder-continuous rough paths…Ramification of rough paths (2009)Ramification of rough pathsAn extension theorem to rough paths (2006)An extension theorem to rough…Controlling rough paths (2004)Controlling rough pathsStochastic analysis, rough path analysis and fractional Brownian motions (2002)Stochastic analysis, rough pa…Differential equations driven by rough signals (1998)Differential equations driven…Flots et series de Taylor stochastiques (1989)Flots et series de Taylor sto…Stochastic Differential Equations and Diffusion Processes (1983)Continuous Martingales and Brownian Motion (1999)Differential equations driven by fractional Brownian motion (2002)Brownian Motion and Stochastic Calculus (2007)Differential Equations Driven by Rough Paths (2007)System Control and Rough Paths (2002)Rough evolution equations (2006)Rough evolution equations (2010)Smoothness of the density for solutions to Gaussian rough differential equations (2014)On the non-existence of path integrals (1991)Variation of iterated Brownian motion (1994)Stochastic area for Brownian motion on the Sierpinski gasket (1998)Power and Bipower Variation with Stochastic Volatility and Jumps (2004)Brownian motion and stochastic calculus (1991)A note on the notion of geometric rough paths (2005)Approximations of the Brownian rough path with applications to stochastic analysis (2004)Averaging along irregular curves and regularisation of ODEs (2016)Liens entre équations différentielles stochastiques et ordinaires (1977)On the Gap Between Deterministic and Stochastic Ordinary Differential Equations (1978)n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes (2003)Approximation of Expectation of Diffusion Process and Mathematical Finance (2018)Calcul Stochastique et Problèmes de Martingales (1979)Stochastic Integration and Differential Equations (2005)On Stratonovich and Skorohod stochastic calculus for Gaussian processes (2013)A Fourier analytic approach to pathwise stochastic integration (2016)The geometry of the space of branched rough paths (2020)Differential equations driven by rough paths with jumps (2018)A regularity structure for rough volatility (2019)Hörmander’s theorem for semilinear SPDEs (2019)Densities for rough differential equations under Hörmander’s condition (2010)
this work references cited by second hop

References

  • 1998Differential equations driven by rough signals1,077 cited
  • 2010Multidimensional Stochastic Processes as Rough Paths780 cited
  • 2004Controlling rough paths578 cited
  • 2002Stochastic analysis, rough path analysis and fractional Brownian motions317 cited
  • 2009Ramification of rough paths150 cited
  • 1989Flots et series de Taylor stochastiques120 cited
  • 2015Geometric versus non-geometric rough paths85 cited
  • 2006An extension theorem to rough paths84 cited
  • 2011A construction of the rough path above fractional Brownian motion using Volterra’s representation37 cited
  • 2020Planarly branched rough paths and rough differential equations on homogeneous spaces27 cited
  • 2010Hölder-continuous rough paths by Fourier normal ordering22 cited

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