5 papers
Controlled differential equations as rough integrals
Luu Hoang Duc
We study controlled differential equations with unbounded drift terms, where the driving paths is - Hölder continuous for , so that the rough in…
Probabilistic morphisms and Bayesian nonparametrics
Jürgen Jost, Hông Vân Lê, Tat Dat Tran
In this paper we develop a functorial language of probabilistic morphisms and apply it to some basic problems in Bayesian nonparametrics. First we extend and unify the Kleisli cate…
Stability theory for Gaussian rough differential equations. Part II
Luu Hoang Duc
We propose a quantitative direct method of proving the stability result for Gaussian rough differential equations in the sense of Gubinelli \cite{gubinelli}. Under the strongly dis…
Stability theory for Gaussian rough differential equations. Part I
Luu Hoang Duc
We propose a quantitative direct method of proving the stability result for Gaussian rough differential equations in the sense of Gubinelli \cite{gubinelli}. Under the strongly dis…
Lyapunov spectrum of nonautonomous linear Young differential equations
Nguyen Dinh Cong, Luu Hoang Duc, Phan Thanh Hong
We show that a linear Young differential equation generates a topological two-parameter flow, thus the notions of Lyapunov exponents and Lyapunov spectrum are well-defined. The spe…