Convergence of delay equations driven by a H\"older continuous function of order $\beta\in(\frac13,\frac12)$
Probability
2020-02-19 v1
Abstract
In this note we show that, when the delay goes to zero, the solution of multidimensional delay differential equations driven by a H\"older continuous function of order converges with the supremum norm to the solution for the equation without delay. As an application, we discuss the applications to stochastic differential equations.
Keywords
Cite
@article{arxiv.2002.07455,
title = {Convergence of delay equations driven by a H\"older continuous function of order $\beta\in(\frac13,\frac12)$},
author = {Mireia Besalú and Giulia Binotto and Carles Rovira},
journal= {arXiv preprint arXiv:2002.07455},
year = {2020}
}