Rough Paths above Weierstrass Functions
Rough paths theory allows for a pathwise theory of solutions to differential equations driven by highly irregular signals. The fundamental observation of rough paths theory is that if one can define “iterated integrals” above a signal, then one can construct solutions to differential equations drive...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Académie des sciences
2024-11-01
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| Series: | Comptes Rendus. Mathématique |
| Subjects: | |
| Online Access: | https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.635/ |
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