Browse by: Author name - Classification - Keywords - Nature

4 matches found
XLII: 01, 1-101, LNM 1978 (2009)
LEJAY, Antoine
Yet another introduction to rough paths (Integration theory)
Keywords: Rough paths
Nature: Advanced course
XLIII: 11, 269-307, LNM 2006 (2011)
PAGÈS, Gilles; SELLAMI, Afef
Convergence of multi-dimensional quantized SDE's (Integration theory, Theory of processes)
Keywords: Functional quantization, Stochastic differential equations, Stratonovich integrals, Stationary quantizers, Rough paths, Itô map, Hölder semi-norm, $p$-variation
Nature: Original
XLIV: 11, 215-246, LNM 2046 (2012)
LEJAY, Antoine
Global solutions to rough differential equations with unbounded vector fields (Integration theory)
Keywords: Controlled differential equations, Rough paths, Euler scheme, Global solution to differential equation, Rough differential equation
Nature: Original
XLVI: 10, 195-205, LNM 2123 (2014)
Flows driven by Banach space-valued rough paths (Miscellanea)
This article gives a quick proof of the existence of a solution to a rough differential equations by constructing directly its associated flow. Bound on the solutions, which are valid in an infinite dimensional setting, are also given
Keywords: rough paths
Nature: Original