15 citations · 42 across the 17 of their papers we have counts for
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math.CA2013★ 15 cited
Dimension-free Euler estimates of rough differential equations
Youness Boutaib, Lajos Gergely Gyurkó, Terry Lyons +1
We give a dimension-free Euler estimation of solution of rough differential equations in term of the driving rough path. In the meanwhile, we prove that, the solution of rough diff…
math.PR2013★ 1 cited
G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion
Xi Geng, Zhongmin Qian, Danyu Yang
The present paper is devoted to the study of sample paths of G-Brownian motion and stochastic differential equations (SDEs) driven by G-Brownian motion from the view of rough path…
math.PR2013
On Itô differential equation in rough path theory
Terry J. Lyons, Danyu Yang
The solution of rough differential equation, driven by the Itô signature of a continuous local martingale, exists uniquely a.s. when the vector field is Lip(β) for β> 1, and coinci…