{
  "id": "1709.05241",
  "version": "v1",
  "published": "2017-09-15T14:49:14.000Z",
  "updated": "2017-09-15T14:49:14.000Z",
  "title": "Differential equations driven by rough paths with jumps",
  "authors": [
    "Peter K. Friz",
    "Huilin Zhang"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We develop the rough path counterpart of It\\^o stochastic integration and - differential equations driven by general semimartingales. This significantly enlarges the classes of (It\\^o / forward) stochastic differential equations treatable with pathwise methods. A number of applications are discussed.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-09-15T14:49:14.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H99",
      "60H10"
    ],
    "keywords": [
      "differential equations driven",
      "rough path counterpart",
      "stochastic integration",
      "general semimartingales",
      "stochastic differential equations treatable"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}