Rough path analysis for local time of G-Brownian motion
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DOI: 10.1080/00036811.2018.1514112
Abstract: ABSTRACT Let be the local time of a G-Brownian motion B on a sublinear expectation space . In this paper, we show that the local time is a rough path of roughness p quasi-surely for… read more here.
Keywords: time brownian; rough path; local time; brownian motion ... See more keywords
Stochastic semiflows for the 2D electroconvection system with rough transport noise
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DOI: 10.1080/07362994.2025.2534366
Abstract: Abstract We study the two-dimensional electroconvection model driven by transport noise with particular emphasis on its long-term dynamics. Through the framework of Lyons’ rough path analysis, we establish that pathwise solutions exist for this system… read more here.
Keywords: system; rough path; electroconvection system; transport noise ... See more keywords