Displaying similar documents to “An extension theorem to rough paths”

Rough paths via sewing Lemma

Laure Coutin (2012)

ESAIM: Probability and Statistics


We present the rough path theory introduced by Lyons, using the swewing lemma of Feyel and de Lapradelle.

The Maximum Capacity Shortest Path Problem: Generation of Efficient Solution Sets

T. Brian Boffey, R. C. Williams, B. Pelegrín, P. Fernandez (2010)

RAIRO - Operations Research


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...

Differential equations driven by rough signals.

Terry J. Lyons (1998)

Revista Matemática Iberoamericana


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...