What are rough paths theory? How does rough paths theory extend stochastic calculus?

Wu is with School of Mathematics and Informational Science,. Yantai ... Proposition 2: If a stochastic process is locally strongly uni- formly ... This paper describes a method for obtaining numerical information concerning the time-dependent behavior of stochastic processes such as those arising in ... ... Informational Sciences (PEIS), 3, 223-236. Sigman, K., (1990). One ... Independent Sampling of a Stochastic Process Stoch. Proc. Appls., 74, 151 ... While classical state-space reconstruction won't work on stochastic processes, such processes do have state-space representations [11], and, in the special ... Oct 1, 2017 ... Convection processes have also been proposed to be represented through stochastic parameterizations (Christensen et al. 2015). Some climate ... Jun 25, 2014 ... ... information theory. if you want to casually learn information theory, just study probability, stochastic processes, and thermodynamics. Jan 20, 2022 ... ... stochastic processes, and information dynamics approaches. Our analysis revealed novel relationships between these metrics, which allowed us ... 01:640:478 Introduction to Stochastic Processes, 3, Please check possible pre-req on the Schedule of Classes. 01:640:354 Linear Optimization, 3, Please check ... Jun 6, 2018 ... Biological systems can share and collectively process information to yield emergent effects, despite inherent noise in communication. While ... This paper studies the existence of expectations equilibria for message processes on stochastic exchange environments. A message process which permits the ...