17 pagesWe show in this work how the machinery of C^1-approximate flows introduced in our previous work "Flows driven by rough paths", provides a very efficient tool for proving well-posedness results for path-dependent rough differential equations on flows of the form d\phi = V h(dt) + F X(dt), for smooth enough path-dependent vector fields V,F = (V_1,...,V_\ell), any Holder weak geometric p-rough path X and any a-Holder path h, with a+1/p>1
We introduce a notion of rough paths on embedded submanifolds and demonstrate that this class of rou...
AbstractWe study a class of linear first and second order partial differential equations driven by w...
The main motivation behind writing this thesis was to construct numerical methods to approximate sol...
8 pagesInternational audienceWe show in this note how the machinery of C^1-approximate flows devised...
We introduce a differential structure for the space of weakly geometric p rough paths over a Banach ...
This paper introduces path derivatives, in the spirit of Dupire's functional Itô calculus, for ...
AbstractWe introduce a differential structure for the space of weakly geometric p rough paths over a...
63 pagesThese are lecture notes for a Master 2 course on rough differential equations driven by weak...
AbstractGiven an Itô vector fieldM, there is a unique solutionξt(h) to the differential equationdξt(...
International audienceThe non-linear sewing lemma constructs flows of rough differential equations f...
This paper revisits the concept of rough paths of inhomogeneous degree of smoothness (geometric \Pi-...
We establish the existence of solutions to path-dependent rough differential equations with non-anti...
In this article we consider rough differential equations (RDEs) driven by non-geometric rough paths,...
v2, 56 pages; Wong-Zakai theorem for rough flows explicitly stated and a section on large deviations...
Motivated by building a Lipschitz structure on the reachability set of a set of rough differential e...
We introduce a notion of rough paths on embedded submanifolds and demonstrate that this class of rou...
AbstractWe study a class of linear first and second order partial differential equations driven by w...
The main motivation behind writing this thesis was to construct numerical methods to approximate sol...
8 pagesInternational audienceWe show in this note how the machinery of C^1-approximate flows devised...
We introduce a differential structure for the space of weakly geometric p rough paths over a Banach ...
This paper introduces path derivatives, in the spirit of Dupire's functional Itô calculus, for ...
AbstractWe introduce a differential structure for the space of weakly geometric p rough paths over a...
63 pagesThese are lecture notes for a Master 2 course on rough differential equations driven by weak...
AbstractGiven an Itô vector fieldM, there is a unique solutionξt(h) to the differential equationdξt(...
International audienceThe non-linear sewing lemma constructs flows of rough differential equations f...
This paper revisits the concept of rough paths of inhomogeneous degree of smoothness (geometric \Pi-...
We establish the existence of solutions to path-dependent rough differential equations with non-anti...
In this article we consider rough differential equations (RDEs) driven by non-geometric rough paths,...
v2, 56 pages; Wong-Zakai theorem for rough flows explicitly stated and a section on large deviations...
Motivated by building a Lipschitz structure on the reachability set of a set of rough differential e...
We introduce a notion of rough paths on embedded submanifolds and demonstrate that this class of rou...
AbstractWe study a class of linear first and second order partial differential equations driven by w...
The main motivation behind writing this thesis was to construct numerical methods to approximate sol...