Singular paths spaces and applications
Author:
Affiliation:
1. TU Berlin, Berlin, Germany
2. Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany
3. TU Wien, Vienna, Austria
Funder
DFG Research Unit FOR2402
European Research Council
European Union’s Horizon 2020 Research and Innovation Programme
DFG Excellence Cluster MATH+
Austrian Science Fund
Lise Meitner Programme
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07362994.2021.1988641
Reference22 articles.
1. A regularity structure for rough volatility
2. A Course on Rough Paths
3. A theory of regularity structures
4. ON THE REGULARITY OF SLE TRACE
5. Basic properties of SLE
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1. Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2023-08-01
2. Quantifying a convergence theorem of Gyöngy and Krylov;The Annals of Applied Probability;2023-06-01
3. Volterra Equations Driven by Rough Signals 3: Probabilistic Construction of the Volterra Rough Path for Fractional Brownian Motions;Journal of Theoretical Probability;2023-05-06
4. Ramification of Volterra-type rough paths;Electronic Journal of Probability;2023-01-01
5. Regularisation by regular noise;Stochastics and Partial Differential Equations: Analysis and Computations;2022-03-04
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