Controlled fields, rough stochastic calculus, and Itô-Wentzell-Alekseev-Gröbner identities

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dause, Jannis R., Friz, Peter K., Jentzen, Arnulf, Song, Jian
Format:	Preprint
Published:	2026
Subjects:	Probability 60H05 (Primary) 60L20, 60H10, 60H07, 60J60, 65C30, 65C20 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.05388