검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
Stochastic control with rough paths Diehl J, Friz PK, Gassiat P Applied Mathematics and Optimization, 75(2), 285, 2017 |
| 2 |
THE INVERSE PROBLEM FOR ROUGH CONTROLLED DIFFERENTIAL EQUATIONS Bailleul I, Diehl J SIAM Journal on Control and Optimization, 53(5), 2762, 2015 |
| 3 |
Cubature on Wiener Space: Pathwise Convergence Bayer C, Friz PK Applied Mathematics and Optimization, 67(2), 261, 2013 |
| 4 |
Numerical Schemes for Rough Parabolic Equations Deya A Applied Mathematics and Optimization, 65(2), 253, 2012 |