The purpose of this article is to solve rough differential equations with the theory of regularity structures. These new tools recently developed by Martin Hairer for solving semi-linear partial differential stochastic equations were inspired by the rough path theory. We take a pedagogical approach to facilitate the understanding of this new theory. We recover results of the rough path theory with the regularity structure framework. Hence, we show how to formulate a fixed point problem in the abstract space of modelled distributions to solve the rough differential equations. We also give a proof of the existence of a rough path lift with the theory of regularity structure
We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Un...
This paper introduces path derivatives, in the spirit of Dupire's functional Itô calculus, for ...
The paper connects asymptotic estimations of [3] and [7] with the Rough Paths perspective ([13], [14...
The purpose of this article is to solve rough differential equations with the theory of regularity ...
With many updates and additional exercises, the second edition of this book continues to provide rea...
The main motivation behind writing this thesis was to construct numerical methods to approximate sol...
AbstractWe study a class of linear first and second order partial differential equations driven by w...
In the spirit of Marcus canonical stochastic differential equations, we study a similar notion of ro...
Hofmanová M. On the Rough Gronwall lemma and it's aplications. In: Eberle A, Grothaus M, Hoh W, Kass...
This thesis is concerned with a solution theory for quasilinear singular stochastic partial differe...
Partial differential equations driven by rough paths are studied. We return to the investigations of...
In this article, we show how the theory of rough paths can be used to provide a notion of solution t...
We give meaning to differential equations with a rough path term and a Brownian noise term and study...
We introduce the class of “smooth rough paths” and study their main properties. Working in a smooth ...
In one of the last Saint Flour lectures in 2004, T. Lyons remarked that a Peano theorem for rough di...
We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Un...
This paper introduces path derivatives, in the spirit of Dupire's functional Itô calculus, for ...
The paper connects asymptotic estimations of [3] and [7] with the Rough Paths perspective ([13], [14...
The purpose of this article is to solve rough differential equations with the theory of regularity ...
With many updates and additional exercises, the second edition of this book continues to provide rea...
The main motivation behind writing this thesis was to construct numerical methods to approximate sol...
AbstractWe study a class of linear first and second order partial differential equations driven by w...
In the spirit of Marcus canonical stochastic differential equations, we study a similar notion of ro...
Hofmanová M. On the Rough Gronwall lemma and it's aplications. In: Eberle A, Grothaus M, Hoh W, Kass...
This thesis is concerned with a solution theory for quasilinear singular stochastic partial differe...
Partial differential equations driven by rough paths are studied. We return to the investigations of...
In this article, we show how the theory of rough paths can be used to provide a notion of solution t...
We give meaning to differential equations with a rough path term and a Brownian noise term and study...
We introduce the class of “smooth rough paths” and study their main properties. Working in a smooth ...
In one of the last Saint Flour lectures in 2004, T. Lyons remarked that a Peano theorem for rough di...
We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Un...
This paper introduces path derivatives, in the spirit of Dupire's functional Itô calculus, for ...
The paper connects asymptotic estimations of [3] and [7] with the Rough Paths perspective ([13], [14...