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20112023
most citedThe Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory

55 citations · 97 across the 13 of their papers we have counts for

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math.PR2011★ 3 cited

Integrability of (non-)linear rough differential equations and integrals

Peter Friz, Sebastian Riedel

Integrability properties of (classical, linear, linear growth) rough differential equations (RDEs) are considered, the Jacobian of the RDE flow driven by Gaussian signals being a m…