Rough Path Theory is a mathematical framework within stochastic analysis that extends classical calculus to irregular paths by hierarchically augmenting them with additional algebraic and geometric information, thereby enabling the robust solution of differential equations driven by highly oscillatory or non-semimartingale processes.
155
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7.1K
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156
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122
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2017–2026
52
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Publications
155
Differential equations driven by rough signals
Terry Lyons · Revista Matemática Iberoamericana · 1998 · 1.1K citations · Full text
Massimiliano Gubinelli · Journal of Functional Analysis · 2004 · 606 citations
Massimiliano Gubinelli · Journal of Differential Equations · 2009 · 153 citations
1–5 of 155
Authors
156
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18
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14
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- TC
9
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1–5 of 156
Institutions
122
University of Oxford
Oxford, United Kingdom
15 h-index
31 publications
2.4K citations
Institut Élie Cartan de Lorraine
Vandœuvre-lès-Nancy, France
14 h-index
20 publications
539 citations
Technische Universität Berlin
Berlin, Germany
14 h-index
30 publications
801 citations
Université de Lorraine
Nancy, France
12 h-index
15 publications
498 citations
Weierstrass Institute for Applied Analysis and Stochastics
Berlin, Germany
11 h-index
13 publications
383 citations
Centre National de la Recherche Scientifique
Paris, France
11 h-index
16 publications
1.3K citations
Imperial College London
London, United Kingdom
10 h-index
17 publications
628 citations
Université Paris Dauphine-PSL
Paris, France
8 h-index
10 publications
531 citations
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Venues
- The Annals of Probability
16 publications · 756 citations
15
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- arXiv (Cornell University)
Repository · 17 publications · 522 citations
12
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- Electronic Journal of Probability
EJP · 10 publications · 289 citations
9
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- Journal of Functional Analysis
7 publications · 778 citations
7
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- Journal of Differential Equations
6 publications · 352 citations
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