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We consider rough paths with jumps.
An inequality of the Hölder type, connected with Stieltjes integration
L. C. Young · 1936
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Semi-groups of measures on Lie groups
G. A. Hunt · 1956
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On embedding right continuous martingales in Brownian motion
Itrel Monroe · 1972
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Diffusion processes associated with Lévy generators
Daniel W. Stroock · 1975
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La variation d’ordre p p des semi-martingales
D. Lépingle · 1976
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Modeling and analysis of stochastic differential equations driven by point processes
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Calcul d’Itô sans probabilités
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Gaussian measures in B p B_{p}
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Diffusions, Markov processes, and martingales. Vol. 2
L. C. G. Rogers and David Williams · 1994
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On pathwise stochastic integration
Rajeeva L. Karandikar · 1995
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Stratonovich stochastic differential equations driven by general semimartingales
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Lévy Processes
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An Introduction to P-variation and Young Integrals: With Emphasis on Sample Functions of Stochastic Processes
R.M. Dudley, R. Norvaiša, Aarhus Universitet. Centre for Mathematical Physics, and Stochastics · 1998
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Differential equations driven by rough signals
Terry J. Lyons · 1998
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Lévy Processes and Infinitely Divisible Distributions
K. Sato · 1999
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Stochastic integral equations without probability
Thomas Mikosch and Rimas Norvaiša · 2000
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Path-wise solutions of stochastic differential equations driven by Lévy processes
David R.E. Williams · 2001
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Ph.D. thesis
T.A. Fawcett · 2002
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Lévy area of Wiener processes in Banach spaces
M. Ledoux, T. Lyons, and Z. Qian · 2002
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System control and rough paths
Terry Lyons and Zhongmin Qian · 2002
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Limit theorems for stochastic processes
Stochastic integration and differential equations
Philip E. Protter · 2005
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A variation embedding theorem and applications
Peter Friz and Nicolas Victoir · 2006
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The Burkholder-Davis-Gundy inequality for enhanced martingales
Peter Friz and Nicolas Victoir · 2008
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Multidimensional Stochastic Processes as Rough Paths
P. Friz and N. Victoir · 2010
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Uniqueness for the signature of a path of bounded variation and the reduced path group
Ben Hambly and Terry Lyons · 2010
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Expected signature of Brownian Motion up to the first exit time from a bounded domain
T. Lyons and H. Ni · 2011
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Jean Jacod and Albert N. Shiryaev · 2003
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Small deviations in p p -variation for multidimensional Lévy processes
Thomas Simon · 2003
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Lévy Processes and Stochastic Calculus
D. Applebaum · 2004
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An introduction to the geometry of stochastic flows
Fabrice Baudoin · 2004
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Controlling rough paths
M. Gubinelli · 2004
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Cubature on Wiener space
Terry Lyons and Nicolas Victoir · 2004
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Quasi-sure stochastic analysis through aggregation
H. Mete Soner, Nizar Touzi, and Jianfeng Zhang · 2011
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Unitary representations of geometric rough paths
I. Chevyrev · 2013
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Physcial Brownian motion in magnetic field as rough path
Peter Friz, Paul Gassiat, and Terry Lyons · 2013
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Stratonovich’s signatures of Brownian motion determine Brownian sample paths
Yves Le Jan and Zhongmin Qian · 2013
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Ph.D. thesis
H. Ni · 2013
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The Signature of a Rough Path: Uniqueness
H. Boedihardjo, X. Geng, T. Lyons, and D. Yang · 2014
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A Course on Rough Path Analysis, with an Regularity Structures, Springer 2014
P. Friz and M. Hairer · 2014
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Introduction to regularity structures
M. Hairer · 2014
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