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Differential equations driven by rough paths with jumps

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 نشر من قبل Huilin Zhang
 تاريخ النشر 2017
  مجال البحث
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We develop the rough path counterpart of It^o stochastic integration and - differential equations driven by general semimartingales. This significantly enlarges the classes of (It^o / forward) stochastic differential equations treatable with pathwise methods. A number of applications are discussed.

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