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In stochastic analysis, a rough path is a generalization of the classical notion of a smooth path. It extends calculus and differential equation theory to handle irregular signals—paths that are too rough for traditional analysis, such as a Wiener process. This makes it possible to define and solve controlled differential equations of the form d y t = f…
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| Subject | Predicate | Object | Confidence | Src |
|---|---|---|---|---|
| Rough path | is a | generalization of the classical notion of a smooth path | 0.90 | text |
| Rough path | related to Brownian motion | Let | 0.60 | section |
| Rough path | related to Brownian motion | Brownian | 0.60 | section |
| Rough path | related to Brownian motion | Stratonovich | 0.60 | section |
| Rough path | related to Brownian motion | Then | 0.60 | section |
| Rough path | related to Brownian motion | This | 0.60 | section |
| Rough path | related to Brownian motion | Stratonovich Brownian | 0.60 | section |
| Rough path | related to Controlled rough path | Controlled | 0.60 | section |
| Rough path | related to Controlled rough path | Gubinelli | 0.60 | section |
| Rough path | related to Definition of a rough path | Rough | 0.60 | section |
| Rough path | related to Definition of a rough path | The | 0.60 | section |
| Rough path | related to Definition of a rough path | Vert | 0.60 | section |
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