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20082026
most citedA Milstein-type scheme without Levy area terms for SDEs driven by fractional Brownian motion

52 citations · 134 across the 26 of their papers we have counts for

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math.PR2008★ 2 cited

Rough Volterra equations 2: convolutional generalized integrals

Samy Tindel, Aurélien Deya

We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory allowing to handle generalized integrals weighted by an exponen…

math.PR2008

Rough Volterra equations 1: the algebraic integration setting

Aurélien Deya, Samy Tindel

We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory called algebraic integration. In the Young case, that is for a…