Cover Image

Rough differential equations and reduced rough paths

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Li, Nannan, Gao, Xing
Format:	Preprint
Published:	2025
Subjects:	Probability Classical Analysis and ODEs 60L20, 60L50
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

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

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

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

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

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

Flows driven by multi-indices Rough Paths
by: Bellingeri, Carlo, et al.
Published: (2025)

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

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

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

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

The Geometry of Rough Path Space
by: Geller, Martin, et al.
Published: (2026)

Convergence rate in the splitting-up method for rough differential equations
by: Pang, Peter H. C.
Published: (2024)

A rough path approach to pathwise stochastic integration à la Föllmer
by: Das, Purba, et al.
Published: (2025)

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

Topologies on unparameterised rough path space
by: Cass, Thomas, et al.
Published: (2024)

Smooth rough paths, their geometry and algebraic renormalization
by: Bellingeri, Carlo, et al.
Published: (2021)

Path-by-path uniqueness for stochastic differential equations under Krylov-Röckner condition
by: Anzeletti, Lukas, et al.
Published: (2023)

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

Rough stochastic filtering
by: Bugini, Fabio, et al.
Published: (2025)

Expected signature of stopped Brownian motion on $d$-dimensional $C^{2, α}$-domains has finite radius of convergence everywhere: $2\leq d \leq 8$
by: Li, Siran, et al.
Published: (2020)

Generalized Euler-Maclaurin formula and Signatures
by: Bellingeri, Carlo, et al.
Published: (2024)

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

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

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

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

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

Signature Reconstruction from Randomized Signatures
by: Glückstad, Mie, et al.
Published: (2025)

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

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

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

A mild rough Gronwall Lemma with applications to non-autonomous evolution equations
by: Blessing, Alexandra, et al.
Published: (2025)

Existence and regularity of random attractors for stochastic evolution equations driven by rough noise
by: Neamtu, Alexandra, et al.
Published: (2024)

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

Pathwise convergence of the Euler scheme for rough and stochastic differential equations
by: Allan, Andrew L., et al.
Published: (2023)

Laguerre-Sobolev orthogonal Polynomials and Boundary Value Problems on a semi-infinite domain
by: Bracciali, Cleonice F., et al.
Published: (2026)

Signature Kernel and Schwinger-Dyson Kernel Equations as Two-Parameter Rough Differential Equations
by: Cass, Thomas, et al.
Published: (2026)

Onsager-Machlup functional for stochastic lattice dynamical systems driven by time-varying noise
by: Zhang, Xinze, et al.
Published: (2024)

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

Moderate deviations for rough differential equations
by: Inahama, Yuzuru, et al.
Published: (2023)

Singular paths spaces and applications
by: Bellingeri, Carlo, et al.
Published: (2020)