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Showing 2017 · math.PRShow all
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math.PR2017★ 2 cited
Differential equations driven by rough paths with jumps
Peter K. Friz, Huilin Zhang
We develop the rough path counterpart of Itô stochastic integration and - differential equations driven by general semimartingales. This significantly enlarges the classes of (Itô…
math.PR2017
Synchronization, Lyapunov exponents and stable manifolds for random dynamical systems
Michael Scheutzow, Isabell Vorkastner
During the past decades, the question of existence and properties of a random attractor of a random dynamical system generated by an S(P)DE has received considerable attention, for…