Variational Principles on Geometric Rough Paths and the Lévy Area Correction-Reference-Cited by-同舟云学术

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Variational Principles on Geometric Rough Paths and the Lévy Area Correction

Published:2023-06-16 Issue:2 Volume:22 Page:1182-1218
ISSN:1536-0040
Container-title:SIAM Journal on Applied Dynamical Systems
language:en
Short-container-title:SIAM J. Appl. Dyn. Syst.

Author:

Diamantakis Theo¹,Holm Darryl D.¹,Pavliotis Grigorios A.¹^ORCID

Affiliation:

1. Department of Mathematics, Imperial College London, London SW7 2AZ.

Funder

Engineering and Physical Sciences Research Council

H2020 European Research Council

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Modeling and Simulation,Analysis

Reference59 articles.

1. Inst. Math. Statist. Lect. Notes Monogr. Ser. 12;Adler R. J.,1990

2. Closed-form likelihood expansions for multivariate diffusions

3. Non‐geometric rough paths on manifolds

4. Noise and Dissipation on Coadjoint Orbits

5. Extending the Wong-Zakai theorem to reversible Markov processes

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1. Time-reversibility and nonvanishing Lévy area;Nonlinearity;2024-05-29

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