Publisher
American Mathematical Society (AMS)
Subject
Applied Mathematics,General Mathematics
Reference34 articles.
1. On the support of solutions to stochastic differential equations with path-dependent coefficients;Cont, Rama;Stochastic Process. Appl.,2020
2. Support characterization for regular path-dependent stochastic Volterra integral equations;Kalinin, Alexander;Electron. J. Probab.,2021
3. The rates of the 𝐿^{𝑝}-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition;Aida, Shigeki;Tohoku Math. J. (2),2018
4. Quadratic variation and quadratic roughness;Cont, Rama;Bernoulli,2023
5. Stability of stochastic functional differential systems using degenerate Lyapunov functionals and applications;Zong, Xiaofeng;Automatica J. IFAC,2018