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math.PR2013
Flows driven by Banach space-valued rough paths
Ismael Bailleul
We show in this note how the machinery of C^1-approximate flows devised in the work "Flows driven by rough paths", and applied there to reprove and extend most of the results on Ba…
math.PR2013★ 1 cited
Path-dependent rough differential equations
Ismael Bailleul
We show in this work how the machinery of C^1-approximate flows introduced in our previous work "Flows driven by rough paths", provides a very efficient tool for proving well-posed…
math.PR2013★ 5 cited
Large deviation principle for bridges of degenerate diffusions
Ismael Bailleul
We prove that bridges of subelliptic diffusions on a compact manifold, with distinct ends, satisfy a large deviation principle in a space of Holder continuous functions, with a goo…