collaborators

1 paper

math.PR2026

Controlled fields, rough stochastic calculus, and Itô-Wentzell-Alekseev-Gröbner identities

Jannis R. Dause, Peter K. Friz, Arnulf Jentzen +1

We develop a calculus of space-time controlled fields for rough stochastic systems. This approach provides a unified composition rule for evaluating random fields along rough semim…