Cover Image

Itô formula for reduced rough paths

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Li, Nannan, Gao, Xing
Format:	Preprint
Published:	2025
Subjects:	Probability 60L20, 60H99, 34K50
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Itô formula for planarly branched rough paths
by: Li, Nannan, et al.
Published: (2025)

Jump Itô-type formula with arbitrary regularity
by: Li, Nannan, et al.
Published: (2026)

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

Universal limit theorem for rough differential equations driven by controlled rough paths
by: Li, Nannan, et al.
Published: (2026)

Rough differential equations and reduced rough paths
by: Li, Nannan, et al.
Published: (2025)

Singular stochastic delay equations driven by fractional Brownian motion: Dynamics, longtime behaviour, and pathwise stability
by: Varzaneh, Mazyar Ghani, et al.
Published: (2024)

Rough Burger-like SPDEs
by: Li, Nannan, et al.
Published: (2025)

Regularisation by Gaussian rough path lifts of fractional Brownian motions
by: Dareiotis, Konstantinos, et al.
Published: (2024)

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

Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations
by: Di Persio, Luca, et al.
Published: (2022)

Parameter dependent rough SDEs with applications to rough PDEs
by: Bugini, Fabio, et al.
Published: (2024)

Controlled rough paths: a general Hopf-algebraic setting
by: Zhu, Zhicheng, et al.
Published: (2025)

The geometry of controlled rough paths
by: Varzaneh, Mazyar Ghani, et al.
Published: (2022)

Pathwise Itô isometry for scaled quadratic variation
by: Bhar, Suprio, et al.
Published: (2025)

Stochastic maximum principle for optimal control of infinitely delayed systems of functional type in infinite dimensions
by: Cheng, Guanwei
Published: (2026)

A cyclic random motion in $\mathbb{R}^3$ driven by geometric counting processes
by: Iuliano, Antonella, et al.
Published: (2023)

Backward stochastic differential equations with nonlinear Young drivers II
by: Song, Jian, et al.
Published: (2025)

An integrable bound for semilinear rough partial differential equations with unbounded diffusion coefficients
by: Blessing, Alexandra, et al.
Published: (2025)

Well-posedness and Feller property for functional stochastic Hamiltonian systems with singular coefficients and state-dependent switching
by: Xi, Fubao, et al.
Published: (2025)

Ergodicity for regime-switching neutral stochastic functional differential equations with infinite delay
by: Zhang, Zuozheng, et al.
Published: (2026)

Well-Posedness and Ergodicity of Functional Stochastic Partial Differential Equations with Markovian Switching
by: Xi, Fubao, et al.
Published: (2025)

Quasi-geometric rough paths and rough change of variable formula
by: Bellingeri, Carlo
Published: (2020)

Multidimensional random motions with a natural number of finite velocities
by: Cinque, Fabrizio, et al.
Published: (2023)

Rough Functional Itô Formula
by: Bielert, Franziska
Published: (2024)

Random periodic solutions for stochastic differential equations with non-uniform dissipativity
by: Bao, Jianhai, et al.
Published: (2022)

Pathwise Uniqueness for Multiplicative Young and Rough Differential Equations Driven by Fractional Brownian Motion
by: Matsuda, Toyomu, et al.
Published: (2023)

Multidimensional Backward Stochastic Differential Equations with Rough Drifts
by: Liang, Jiahao, et al.
Published: (2023)

On the well-posedness of (nonlinear) rough continuity equations
by: Galeati, Lucio, et al.
Published: (2025)

Characterisation of asymptotic behaviour of perturbed deterministic and stochastic pantograph equations
by: Appleby, John A. D., et al.
Published: (2024)

Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths
by: Cuchiero, Christa, et al.
Published: (2025)

Controlled fields, rough stochastic calculus, and Itô-Wentzell-Alekseev-Gröbner identities
by: Dause, Jannis R., et al.
Published: (2026)

Feller's test for explosions of stochastic Volterra equations
by: Bondi, Alessandro, et al.
Published: (2024)

Fast random sampling and small noise analysis for stochastic control models
by: Iyer, Sarvesh Ravichandran, et al.
Published: (2026)

Wasserstein error estimates between telegraph processes and Brownian motion
by: Barrera, Gerardo, et al.
Published: (2025)

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

Branched Itô formula and natural Itô-Stratonovich isomorphism
by: Bellingeri, Carlo, et al.
Published: (2023)

McKean-Vlasov equations with rough common noise
by: Friz, Peter K., et al.
Published: (2025)

Functional differential equations driven by càdlàg rough paths
by: Kwossek, Anna P., et al.
Published: (2024)

Rough differential equations containing path-dependent bounded variation terms
by: Aida, Shigeki
Published: (2016)

True self-repelling motion above a general barrier
by: Marêché, Laure
Published: (2026)