Sweeping Processes Perturbed by Rough Signals
Probability
2025-02-25 v6
Abstract
This paper deals with the existence, the uniqueness and an approximation scheme of the solution to sweeping processes perturbed by a continuous signal of finite -variation with . It covers pathwise stochastic noises directed by a fractional Brownian motion of Hurst parameter greater than .
Cite
@article{arxiv.1702.06495,
title = {Sweeping Processes Perturbed by Rough Signals},
author = {Charles Castaing and Nicolas Marie and Paul Raynaud De Fitte},
journal= {arXiv preprint arXiv:1702.06495},
year = {2025}
}
Comments
27 pages