3 papers
math.PR2025
Rough stochastic differential equations
Peter K. Friz, Antoine Hocquet, Khoa Lê
We establish a simultaneous generalization of Itô's theory of stochastic and Lyons' theory of rough differential equations. The interest in such a unification comes from a variety…
math.PR2025
McKean-Vlasov equations with rough common noise
Peter K. Friz, Antoine Hocquet, Khoa Lê
We show well-posedness for McKean--Vlasov equations with rough common noise and progressively measurable coefficients. Our results are valid under natural regularity assumptions on…
math.AP2025
Unbounded rough drivers, rough PDEs and applications
Antoine Hocquet, Martina Hofmanova, Torstein Nilssen
A summary of recent contributions in the field of rough partial differential equations is given. For that purpose we rely on the formalism of ``unbounded rough driver''. We present…