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Differential 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
2002Stochastic analysis, rough path analysis and fractional Brownian motions317 cited
2003Realized power variation and stochastic volatility models243 cited

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2018Differential equations driven by rough paths with jumps64 cited
2011

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Rough Burgers-like equations with multiplicative noise

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2015Flows driven by rough paths57 cited

2009Partial differential equations driven by rough paths56 cited

2016The Jain–Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory54 cited

2020Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU52 cited

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