Rough paths via sewing Lemma
Laure Coutin (2012)
ESAIM: Probability and Statistics
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We present the rough path theory introduced by Lyons, using the swewing lemma of Feyel and de Lapradelle.
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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.
Yan, Sherry H.F. (2007)
Journal of Integer Sequences [electronic only]
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Suen, Stephen, Wagner, Kevin P. (2010)
The Electronic Journal of Combinatorics [electronic only]
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Peart, Paul, Woan, Wen-Jin (2001)
Journal of Integer Sequences [electronic only]
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Brak, R., Essam, J.W. (2003)
The Electronic Journal of Combinatorics [electronic only]
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Sulanke, Robert A. (2000)
The Electronic Journal of Combinatorics [electronic only]
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T. Brian Boffey, R. C. Williams, B. Pelegrín, P. Fernandez (2010)
RAIRO - Operations Research
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Individual items of flow in a telecommunications or a transportation network may need to be separated by a minimum distance or time, called a “headway”. If link dependent, such restrictions in general have the effect that the minimum time path for a “convoy” of items to travel from a given origin to a given destination will depend on the size of the convoy. The Quickest Path problem seeks a path to minimise this convoy travel time. A closely related bicriterion problem is the Maximum...
Terry J. Lyons (1998)
Revista Matemática Iberoamericana
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This paper aims to provide a systematic approach to the treatment of differential equations of the type dyt = Σi fi(yt) dxt i where the driving signal xt is a rough path. Such equations are very common and occur particularly frequently in probability where the driving signal might be a vector valued...
Klee, Steven, Pudwell, Lara, Gillman, Rick (2004)
International Journal of Mathematics and Mathematical Sciences
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Dumitriu, Ioana, Rassart, Etienne (2003)
The Electronic Journal of Combinatorics [electronic only]
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Shapiro, Louis W., Wang, Carol J. (2009)
Journal of Integer Sequences [electronic only]
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Le Borgne, Yvan (2005)
Séminaire Lotharingien de Combinatoire [electronic only]
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