Differential equations driven by rough paths with jumps
Abstract
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.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.