5 citations · 8 across the 12 of their papers we have counts for
3 papers · 2 filters
Càdlàg Rough Differential Equations with Reflecting Barriers
Andrew L. Allan, Chong Liu, David J. Prömel
We investigate rough differential equations with a time-dependent reflecting lower barrier, where both the driving (rough) path and the barrier itself may have jumps. Assuming the…
On Sobolev rough paths
Chong Liu, David J. Prömel, Josef Teichmann
We introduce the space of rough paths with Sobolev regularity and the corresponding concept of controlled Sobolev paths. Based on these notions, we study rough path integration and…
Adapted Topologies and Higher Rank Signatures
Patric Bonnier, Chong Liu, Harald Oberhauser
The topology of weak convergence does not account for the growth of information over time that is captured in the filtration of an adapted stochastic process. For example, two adap…