2 papers
math.PR2016
Backward stochastic differential equations with Young drift
Joscha Diehl, Jianfeng Zhang
We prove via a direct fixpoint argument the well-posedness of backward stochastic differential equations containing an additional drift driven by a path of finite -variation wit…
math.PR2014
The inverse problem for rough controlled differential equations
I. Bailleul, J. Diehl
We provide a necessary and sufficient condition for a rough control driving a differential equation to be reconstructable, to some order, from observing the resulting controlled ev…