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A theory of differential equations driven by a non-differentiable path has recently been developed by Lyons.
E. M. Stein, Singular Integrals and Differentiability Properties of Functions
1970
Earlier work this paper cites.
D. Gilbarg and N. S. Trudinger, Elliptic Partial Differential Equations of Second Order
1983
Earlier work this paper cites.
D. Nualart and É. Pardoux, Stochastic calculus with anticipating integrands, Probab. Theory and Related Fields
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N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes
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H. Kunita, Stochastic Flows and Stochastic Differential Equations
1990
Cited alongside, same era.
J. G. Gaines and T. J. Lyons, Variable step size control in the numerical solution of stochastic differential equations, SIAM J. Appl. Math
1997
Cited alongside, same era.
B. M. Hambly and T. J. Lyons, Stochastic area for Brownian motion on the Sierpinski gasket, Ann. Probab
1998
Cited alongside, same era.
T. J. Lyons, Differential equations driven by rough signals, Rev. Mat. Iberoamericana
1998
Later among the works it cites.
T. J. Lyons and Z. Qian, System Control and Rough Paths
2002
Later among the works it cites.
L. Coutin, P. Friz and N. Victoir, Good rough path sequences and applications to anticipating stochastic calculus, Ann. Probab
2007
Closest in time.
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