David R. E. Williams (2001)
Revista Matemática Iberoamericana
Similarity:
In this paper we show that a path-wise solution to the following integral equation Yt = ∫0 t f(Yt) dXt, Y0 = a ∈ Rd, exists under the assumption that Xt is a Lévy process of finite p-variation for some p ≥ 1 and that f is an α-Lipschitz function for some α >...
Xiang-Dong Li, Terry J. Lyons (2006)
Annales scientifiques de l'École Normale Supérieure
Similarity:
Terry Lyons, Nicolas Victoir (2007)
Annales de l'I.H.P. Analyse non linéaire
Similarity:
Laure Coutin (2012)
ESAIM: Probability and Statistics
Similarity:
We present the rough path theory introduced by Lyons, using the swewing lemma of Feyel and de Lapradelle.
Felix M. Arscott (1990)
Archivum Mathematicum
Similarity:
Jan Šindelář (1995)
Kybernetika
Similarity:
Rajeeva L. Karandikar (1983)
Séminaire de probabilités de Strasbourg
Similarity:
Udayan Darji, Michael Evans (1995)
Fundamenta Mathematicae
Similarity:
A. M. Bruckner, R. J. O'Malley, and B. S. Thomson introduced path differentiation as a vehicle for unifying the theory of numerous types of generalized differentiation of real valued functions of a real variable. Part of their classification scheme was based on intersection properties of the underlying path systems. Here, additional light is shed on the relationships between these various types of path differentiation and it is shown how composite differentiation and first return differentiation...