Diehl, Joscha; Oberhauser, Harald; Riedel, Sebastian - In: Stochastic Processes and their Applications 125 (2015) 1, pp. 161-181
We give meaning to differential equations with a rough path term and a Brownian noise term and study their regularity, that is we are interested in equations of the type Stη=S0+∫0ta(Srη)dr+∫0tb(Srη)∘dBr+∫0tc(Srη)dηr where η is a deterministic geometric, step-2 rough path and B is a...
