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Number Cited by Other Article(s)
1
Bailleul I, Catellier R, Delarue F. Solving mean field rough differential equations. ELECTRON J PROBAB 2020. [DOI: 10.1214/19-ejp409] [Citation(s) in RCA: 8] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
2
Friz PK, Shekhar A. General rough integration, Lévy rough paths and a Lévy–Kintchine-type formula. ANN PROBAB 2017. [DOI: 10.1214/16-aop1123] [Citation(s) in RCA: 15] [Impact Index Per Article: 2.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
3
Deya A, Gubinelli M, Tindel S. Non-linear rough heat equations. Probab Theory Relat Fields 2011. [DOI: 10.1007/s00440-011-0341-z] [Citation(s) in RCA: 38] [Impact Index Per Article: 2.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/24/2022]
4
Marty R, Sølna K. A general framework for waves in random media with long-range correlations. ANN APPL PROBAB 2011. [DOI: 10.1214/10-aap689] [Citation(s) in RCA: 12] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
5
A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering. Stoch Process Their Appl 2010. [DOI: 10.1016/j.spa.2010.04.001] [Citation(s) in RCA: 15] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
6
Inahama Y. A Stochastic Taylor-Like Expansion in the Rough Path Theory. J THEOR PROBAB 2010. [DOI: 10.1007/s10959-010-0287-6] [Citation(s) in RCA: 9] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
7
Unterberger J. Stochastic calculus for fractional Brownian motion with Hurst exponent H>¼: A rough path method by analytic extension. ANN PROBAB 2009. [DOI: 10.1214/08-aop413] [Citation(s) in RCA: 25] [Impact Index Per Article: 1.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
8
Lejay A. Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem. ESAIM-PROBAB STAT 2006. [DOI: 10.1051/ps:2006015] [Citation(s) in RCA: 9] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022]
9
Marty R. Asymptotic behavior of differential equations driven by periodic and random processes with slowly decaying correlations. ESAIM-PROBAB STAT 2005. [DOI: 10.1051/ps:2005009] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022]
10
Coutin L, Lejay A. Semi-martingales and rough paths theory. ELECTRON J PROBAB 2005. [DOI: 10.1214/ejp.v10-162] [Citation(s) in RCA: 20] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
11
Aida S. Weak Poincaré inequalities on domains defined by Brownian rough paths. ANN PROBAB 2004. [DOI: 10.1214/009117904000000478] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
12
Ledoux M, Qian Z, Zhang T. Large deviations and support theorem for diffusion processes via rough paths. Stoch Process Their Appl 2002. [DOI: 10.1016/s0304-4149(02)00176-x] [Citation(s) in RCA: 31] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/27/2022]
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