Delay equations driven by rough paths
Probability
2007-11-19 v1
Abstract
In 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.
Keywords
Cite
@article{arxiv.0711.2633,
title = {Delay equations driven by rough paths},
author = {Andreas Neuenkirch and Ivan Nourdin and Samy Tindel},
journal= {arXiv preprint arXiv:0711.2633},
year = {2007}
}
Comments
34 p