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Showing papers by "Antoine Lejay published in 2021"

Journal Article•DOI•
The non-linear sewing lemma II: Lipschitz continuous formulation

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Antoine Brault1, Antoine Lejay2•
Institut de Mathématiques de Toulouse1, University of Lorraine2
25 Aug 2021-Journal of Differential Equations
TL;DR: In this article, a unified framework for rough differential equations based on flows is presented, which unifies the former ones developed by Davie, Friz-Victoir and Bailleul.

3 citations

Journal Article•DOI•
A Course on Rough Paths: With an Introduction to Regularity Structures: , by Peter K. Friz and Martin Hairer, Springer (2020). Paperback. ISBN 978-3-030-41556-3

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Antoine Lejay1•
University of Lorraine1
01 Feb 2021-Quantitative Finance
TL;DR: In this paper, the rough paths theory is seen as a natural extension of the theory of ordinary differential equations which plays well in a stochastic context, and regularity st...
Abstract: © 2020, Springer In a broad sense, the rough paths theory can be seen as a natural extension of the theory of ordinary differential equations which plays well in a stochastic context. Regularity st...

3 citations