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Flows driven by rough paths
11 references·6 citing·33 second hop
Flows driven by rough paths (2015)Flows driven by rough pathsMultidimensional Stochastic Processes as Rough Paths (2010)Multidimensional Stochastic P…Ramification of rough paths (2009)Ramification of rough pathsDifferential Equations Driven by Rough Paths: An Approach via Discrete Approximation (2008)Differential Equations Driven…Differential Equations Driven by Rough Paths (2007)Differential Equations Driven…Differential Equations Driven by Rough Paths (2007)Differential Equations Driven…Curvilinear Integrals Along Enriched Paths (2006)Curvilinear Integrals Along E…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…Asymptotic expansion of stochastic flows (1993)Asymptotic expansion of stoch…Formule de Taylor stochastique et developpement asymptotique d’integrales de Feynmann (1982)Formule de Taylor stochastiqu…Solving mean field rough differential equations (2020)Solving mean field rough diff…Pathwise McKean–Vlasov theory with additive noise (2020)Pathwise McKean–Vlasov theory…Rough differential equations with unbounded drift term (2016)Rough differential equations …Malliavin differentiability of solutions of rough differential equations (2014)Malliavin differentiability o…Flows Driven by Banach Space-Valued Rough Paths (2014)Flows Driven by Banach Space-…Evolving communities with individual preferences (2014)Evolving communities with ind…Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Analysis (1997)Euler estimates for rough differential equations (2007)Delay equations driven by rough paths (2008)A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion (2012)Controlling rough paths (2004)Rough evolution equations (2006)Rough evolution equations (2010)Smoothness of the density for solutions to Gaussian rough differential equations (2014)On the Gap Between Deterministic and Stochastic Ordinary Differential Equations (1978)On the decomposition of solutions of stochastic differential equations (1981)Flots et series de Taylor stochastiques (1989)Operators associated with a stochastic differential equation driven by fractional Brownian motions (2006)A new higher-order weak approximation scheme for stochastic differential equations and the Runge–Kutta method (2009)Stochastic Flows and Stochastic Differential Equations (1998)Integrability and tail estimates for Gaussian rough differential equations (2013)Geometric versus non-geometric rough paths (2015)Numerical solution of stochastic differential equations (2016)Differential equations driven by rough paths with jumps (2018)Some Asymptotic Formulas for Wiener Integrals (1966)Stratonovich and Ito Stochastic Taylor Expansions (1991)Small-diffusion asymptotics for discretely sampled stochastic differential equations (2003)Integration with respect to fractal functions and stochastic calculus. I (1998)Stochastic analysis, rough path analysis and fractional Brownian motions (2002)The signature of a rough path: Uniqueness (2016)Analysis of the Rosenblatt process (2008)Stochastic heat equation driven by fractional noise and local time (2008)Differential equations driven by fractional Brownian motion (2002)UNIQUENESS FOR THE SIGNATURE OF A PATH OF BOUNDED VARIATION AND THE REDUCED PATH GROUP (2006)Uniqueness for the signature of a path of bounded variation and the reduced path group (2010)A Wong-Zakai theorem for stochastic PDEs (2015)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

  • 1998Differential equations driven by rough signals1,077 cited
  • 2010Multidimensional Stochastic Processes as Rough Paths750 cited
  • 2002System Control and Rough Paths519 cited
  • 2007Differential Equations Driven by Rough Paths381 cited
  • 2007Differential Equations Driven by Rough Paths237 cited
  • 2008Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation156 cited
  • 2009Ramification of rough paths150 cited
  • 2006Curvilinear Integrals Along Enriched Paths97 cited
  • 1993Asymptotic expansion of stochastic flows75 cited
  • 1982Formule de Taylor stochastique et developpement asymptotique d’integrales de Feynmann75 cited
  • 2005A note on the notion of geometric rough paths60 cited

Cited by

  • 2016Rough differential equations with unbounded drift term37 cited
  • 2014Evolving communities with individual preferences33 cited
  • 2020Pathwise McKean–Vlasov theory with additive noise32 cited
  • 2014Malliavin differentiability of solutions of rough differential equations30 cited
  • 2014Flows Driven by Banach Space-Valued Rough Paths

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28 cited
  • 2020Solving mean field rough differential equations27 cited