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Showing 2016 · math.PRShow all
2 papers · 2 filters
math.PR2016
Random dynamical systems, rough paths and rough flows
Ismael Bailleul, Sebastian Riedel, Michael Scheutzow
We analyze common lifts of stochastic processes to rough paths/rough drivers-valued processes and give sufficient conditions for the cocycle property to hold for these lifts. We sh…
math.PR2016★ 4 cited
One-dimensional reflected rough differential equations
Aurelien Deya, Massimiliano Gubinelli, Martina Hofmanova +1
We prove existence and uniqueness of the solution of a one-dimensional rough differential equation driven by a step-2 rough path and reflected at zero. In order to deal with the la…