I. Bailleul

activity

20082021

most citedLarge deviation principle for bridges of degenerate diffusions

5 citations · 14 across the 7 of their papers we have counts for

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math.CA2018

Young and rough differential inclusions

I. Bailleul, A. Brault, L. Coutin

We define in this work a notion of Young differential inclusion $d z_{t} \in F (z_{t}) d x_{t},$ for an $α$ -Holder control $x$ , with $α > 1/2$ , and give an existence result for such a diff…

math.CA2018

On the definition of a solution to a rough differential equation

I. Bailleul

We give an elementary proof that Davie's definition of a solution to a rough differential equation and the notion of solution given by Bailleul in (Flows driven by rough paths) coi…

math.CA2018

Non-explosion criteria for rough differential equations driven by unbounded vector fields

I. Bailleul, R. Catellier

We give in this note a simple treatment of the non-explosion problem for rough differential equations driven by unbounded vector fields and weak geometric rough paths of arbitrary…