Rough Volterra equations 2: convolutional generalized integrals

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dc.creatorTindel, Samy
dc.creatorDeya, Aurélien
dc.date2008-10-10
dc.date.accessioned2026-07-07T10:09:08Z
dc.date.available2026-07-07T10:09:08Z
dc.descriptionWe define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory allowing to handle generalized integrals weighted by an exponential coefficient. The results are applied to the fractional Brownian motion with Hurst coefficient greater than 1/3
dc.description32 pages, 2 figures
dc.identifierhttps://arxiv.org/abs/0810.1824
dc.identifierhttp://arxiv.org/abs/0810.1824
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/171226
dc.subjectProbability
dc.subject60H05, 60H07, 60G15
dc.titleRough Volterra equations 2: convolutional generalized integrals
dc.typetext

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