Cover Image

Rough differential equations containing path-dependent bounded variation terms

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Aida, Shigeki
Format:	Preprint
Published:	2016
Subjects:	Probability 60H10, 60H20, 60H35, 34F05
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

The convergence of stochastic differential equations to their linearisation in small noise limits
by: Blake, Liam, et al.
Published: (2023)

$\mathbb{L}^p$-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients
by: Elmansouri, Badr, et al.
Published: (2025)

Doubly Reflected BSDEs with default time under stochastic Lipschitz coefficients and Applications
by: Elmansouri, Badr, et al.
Published: (2025)

Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
by: Cox, Sonja, et al.
Published: (2013)

An interpolation of discrete rough differential equations and its applications to analysis of error distributions
by: Aida, Shigeki, et al.
Published: (2023)

Sweeping Processes Perturbed by Rough Signals
by: Castaing, Charles, et al.
Published: (2017)

Large Deviations and the Peano Phenomenon in Stochastic Differential Equations with Homogeneous Drift
by: Bermolen, Paola, et al.
Published: (2025)

Hölder estimates and weak convergences of certain weighted sum processes
by: Aida, Shigeki, et al.
Published: (2024)

1D stochastic pressure equation with log-correlated Gaussian coefficients
by: Avelin, Benny, et al.
Published: (2024)

Critical stationary fluctuations in reaction--diffusion processes
by: Cardoso, Luis, et al.
Published: (2026)

Exit-problem for a class of non-Markov processes with path dependency
by: Aleksian, Ashot, et al.
Published: (2023)

Rough differential equations and planarly branched universal limit theorem
by: Gao, Xing, et al.
Published: (2024)

Rough stochastic differential equations
by: Friz, Peter K., et al.
Published: (2021)

Hörmander properties of discrete time Markov processes
by: Rey, Clément
Published: (2024)

Metastability in the stochastic nearest-neighbor Kuramoto model of coupled phase oscillators
by: Berglund, Nils, et al.
Published: (2024)

Small noise asymptotic behaviors for path-dependent multivalued McKean-Vlasov stochastic differential equations
by: Ma, Ying, et al.
Published: (2026)

Nonlinear weak error expansion of McKean-Vlasov stochastic differential equations
by: Jourdain, Benjamin, et al.
Published: (2025)

Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
by: Dareiotis, Konstantinos, et al.
Published: (2022)

A law of large numbers for kinetic interacting diffusions
by: Bellingeri, Carlo, et al.
Published: (2025)

Multivalued backward stochastic differential equations with jumps and moving boundary
by: Elmansouri, Badr, et al.
Published: (2025)

Asymptotic analysis of estimators of ergodic stochastic differential equations
by: Ganguly, Arnab
Published: (2024)

Backward doubly stochastic differential equations with or without reflection under weak conditions
by: Gao, Shuxian, et al.
Published: (2026)

Numerical approximations to invariant measures of hybrid stochastic differential equations with superlinear coefficients via the backward Euler-Maruyama method
by: Liu, Wei, et al.
Published: (2025)

Malliavin calculus and densities for chaos-driven stochastic differential equations
by: Loosveldt, Laurent, et al.
Published: (2026)

Functional weak convergence of stochastic integrals for moving averages and continuous-time random walks
by: Søjmark, Andreas, et al.
Published: (2024)

Malliavin Calculus for rough stochastic differential equations
by: Bugini, Fabio, et al.
Published: (2024)

Statistical inference for a stochastic generalized logistic differential equation
by: Baltazar-Larios, Fernando, et al.
Published: (2024)

Superpositions for General Conditional Mckean-Vlasov Stochastic Differential Equations
by: Feng, Qi, et al.
Published: (2025)

Stochastic differential equations driven by fractional Brownian motion: dependence on the Hurst parameter
by: Kwossek, Anna P., et al.
Published: (2025)

Large deviations of fully local monotone stochastic partial differential equations driven by gradient-dependent noise
by: Pan, Tianyi, et al.
Published: (2022)

Well-posedness of a system of SDEs driven by jump random measures
by: Jiao, Ying, et al.
Published: (2021)

Propagation of chaos for point processes induced by particle systems with mean-field drift interaction
by: Kolliopoulos, Nikolaos, et al.
Published: (2023)

Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises
by: Kolliopoulos, Nikolaos, et al.
Published: (2024)

Propagation of chaos for maxima of particle systems with mean-field drift interaction
by: Kolliopoulos, Nikolaos, et al.
Published: (2022)

Path independence for the additive functionals of stochastic Volterra equations with singular kernels and Hölder continuous coefficients
by: Qiao, Huijie, et al.
Published: (2022)

Strong rate of convergence for the Euler--Maruyama scheme of SDEs with unbounded Hölder continuous drift coefficient
by: Moritoki, Tsukasa, et al.
Published: (2026)

Large deviation principle for slow-fast rough differential equations via controlled rough paths
by: Yang, Xiaoyu, et al.
Published: (2024)

Fluctuation from averaging limit under fractional Brownian motion
by: Yang, Xiaoyu, et al.
Published: (2026)

Limit theorems for sticky SDEs with local times and applications to stochastic homogenization
by: Aryasova, Olga, et al.
Published: (2025)

Homogenization of a multivariate diffusion with semipermeable interfaces
by: Aryasova, Olga, et al.
Published: (2023)