Rough path theory provides a rigorous framework to analyse differential equations driven by highly irregular signals, such as those encountered in stochastic differential equations (SDEs). By ...

In this paper, a Banach space framework is introduced in order to deal with finite-dimensional path-dependent stochastic differential equations. A version of Kolmogorov backward equation is formulated ...

Mathematical equations aren't just useful — many are quite beautiful. And many scientists admit they are often fond of particular formulas not just for their function, but for their form, and the ...