Differential equations driven by rough paths: an approach via discrete approximation

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dc.creatorDavie, A. M.
dc.date2007-10-03
dc.date.accessioned2026-07-07T08:33:43Z
dc.date.available2026-07-07T08:33:43Z
dc.descriptionA theory of differential equations driven by a non-differentiable path has recently been developed by Lyons. We develop an alternative approach to this theory, using (modified Euler approximations), and investigate its applicability to stochastic differential equations driven by Brownian motion. We also give some other examples showing that the main results are reasonably sharp.
dc.identifierhttps://arxiv.org/abs/0710.0772
dc.identifierhttp://arxiv.org/abs/0710.0772
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/139231
dc.subjectProbability
dc.subjectClassical Analysis and ODEs
dc.subject60H10
dc.titleDifferential equations driven by rough paths: an approach via discrete approximation
dc.typetext

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