Book contents
- Frontmatter
- Contents
- Preface
- Introduction
- The story in a nutshell
- I Basics
- II Abstract theory of rough paths
- 7 Free nilpotent groups
- 8 Variation and Hölder spaces on free groups
- 9 Geometric rough path spaces
- 10 Rough differential equations
- 11 RDEs: smoothness
- 12 RDEs with drift and other topics
- III Stochastic processes lifted to rough paths
- IV Applications to stochastic analysis
- Appendices
- Frequently used notation
- References
- Index
10 - Rough differential equations
from II - Abstract theory of rough paths
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- Preface
- Introduction
- The story in a nutshell
- I Basics
- II Abstract theory of rough paths
- 7 Free nilpotent groups
- 8 Variation and Hölder spaces on free groups
- 9 Geometric rough path spaces
- 10 Rough differential equations
- 11 RDEs: smoothness
- 12 RDEs with drift and other topics
- III Stochastic processes lifted to rough paths
- IV Applications to stochastic analysis
- Appendices
- Frequently used notation
- References
- Index
Summary
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- Type
- Chapter
- Information
- Multidimensional Stochastic Processes as Rough PathsTheory and Applications, pp. 212 - 280Publisher: Cambridge University PressPrint publication year: 2010