15 citations · 46 across the 9 of their papers we have counts for
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math.PR2020★ 6 cited
Quasi-geometric rough paths and rough change of variable formula
Carlo Bellingeri
Using some basic notions from the theory of Hopf algebras and quasi-shuffle algebras, we introduce rigorously a new family of rough paths: the quasi-geometric rough paths. We discu…
math.PR2020★ 15 cited
Singular paths spaces and applications
Carlo Bellingeri, Peter K. Friz, Máté Gerencsér
Motivated by recent applications in rough volatility and regularity structures, notably the notion of singular modelled distribution, we study paths, rough paths and related object…
math.AP2020★ 8 cited
Transport and continuity equations with (very) rough noise
Carlo Bellingeri, Ana Djurdjevac, Peter K. Friz +1
Existence and uniqueness for rough flows, transport and continuity equations driven by general geometric rough paths are established.