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Differential equations driven by rough paths with jumps

  • Published:2018-05 Issue:10 Volume:264 Page:6226-6301
  • ISSN:0022-0396
  • Container-title:Journal of Differential Equations
  • language:en
  • Short-container-title:Journal of Differential Equations

Author:

Friz Peter K.,Zhang Huilin

Funder

European Research Council

Deutsche Forschungsgemeinschaft

Publisher

Elsevier BV

Subject

Analysis,Applied Mathematics

Reference44 articles.

1. Lévy Processes and Stochastic Calculus;Applebaum,2004

2. I. Chevyrev, P.K. Friz, Canonical RDEs and general semimartingales as rough paths. ArXiv e-prints, April 2017.

3. Random walks and Lévy processes as rough paths;Chevyrev;Probab. Theory Related Fields,2017

4. Semi-martingales and rough paths theory;Coutin;Electron. J. Probab.,2005

5. Robust filtering: correlated noise and multidimensional observation;Crisan;Ann. Appl. Probab.,2013

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