Delay Equations with Non-negativity Constraints Driven by a Hölder Continuous Function of Order $\beta \in \left(\frac13,\frac12\right)$

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Terry Lyons · Revista Matemática Iberoamericana · 1998 · 1.1K citations · Full text

Engineering, Mathematics, Differential Equations +14

Integration with respect to fractal functions and stochastic calculus. I

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Engineering, Mathematics, Probability Theory +13

Controlling rough paths

Massimiliano Gubinelli · Journal of Functional Analysis · 2004 · 606 citations

Natural Sciences, Mathematics, Differential Equations +12

Differential equations driven by fractional Brownian motion

David Nualart, Aurel Răşcanu · Dipòsit Digital de la Universitat de Barcelona (Universitat de Barcelona) · 2002 · 436 citations · Full text

Engineering, Mathematics, Physics +14

Forward, backward and symmetric stochastic integration

Francesco Russo, Pierre Vallois · Probability Theory and Related Fields · 1993 · 329 citations · Full text

Engineering, Mathematics, Probability Theory +11