Showing math.PRShow all
3 papers · 1 filter
math.PR2020
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…
math.PR2019
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…
math.PR2019
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…