Rough path theory provides a rigorous framework to analyse differential equations driven by highly irregular signals, such as those encountered in stochastic differential equations (SDEs). By ...

In this paper, a Banach space framework is introduced in order to deal with finite-dimensional path-dependent stochastic differential equations. A version of Kolmogorov backward equation is formulated ...

The use of differential equations models to study social processes has been increasing rapidly. There are, however, ambiguities in the interpretation of the parameters of these models. We suggest that ...