Delay equations driven by rough paths

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dc.creatorNeuenkirch, Andreas
dc.creatorNourdin, Ivan
dc.creatorTindel, Samy
dc.date2007-11-16
dc.date.accessioned2026-07-07T08:43:25Z
dc.date.available2026-07-07T08:43:25Z
dc.descriptionIn this article, we illustrate the flexibility of the algebraic integration formalism introduced by M. Gubinelli (2004), by establishing an existence and uniqueness result for delay equations driven by rough paths. We then apply our results to the case where the driving path is a fractional Brownian motion with Hurst parameter H>1/3.
dc.description34 p
dc.identifierhttps://arxiv.org/abs/0711.2633
dc.identifierhttp://arxiv.org/abs/0711.2633
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/142305
dc.subjectProbability
dc.subject60H05, 60H07, 60G15
dc.titleDelay equations driven by rough paths
dc.typetext

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