Regularity of the Itô-Lyons map
Author:
Publisher
Cellule MathDoc/CEDRAM
Subject
Applied Mathematics,Mathematical Physics,Mathematics (miscellaneous)
Link
https://cml.centre-mersenne.org/item/10.5802/cml.15.pdf
Reference25 articles.
1. [1] Lyons, T., Differential equations driven by rough signals. Rev. Mat. Iberoamericana, 14 (2):215–310, 1998.
2. [2] Lyons, T. and Qian, Z., System control and rough paths. Oxford University Press, 2002.
3. [3] Lyons, T.J. and Caruana, M. and Lévy, Th., Differential equations driven by rough paths. Lecture Notes in Mathematics, 1908, Springer 2007.
4. [4] Bailleul, I., Flows driven by Banach space-valued rough paths. Séminaire de Probabilités XLVI, LNM 2123, Springer, 2014.
5. [5] Li, X.-D. and Lyons, T., Smoothness of Itô maps and diffusion process on path spaces. Ann. Scient. Ec. Norm. Sup., 39:649–677, 2006.
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