Path dependent equations driven by Holder processes
Abstract
This article investigates existence results for path-dependent differential equations driven by a Holder function where the integrals are understood in the Young sense. The two main results are proved via an application of Schauder theorem and the vector field is allowed to be unbounded. The Holder function is typically the trajectory of a stochastic process.
Más información
| Título según WOS: | ID WOS:000463368100001 Not found in local WOS DB |
| Título de la Revista: | STOCHASTIC ANALYSIS AND APPLICATIONS |
| Volumen: | 37 |
| Número: | 3 |
| Editorial: | TAYLOR & FRANCIS INC |
| Fecha de publicación: | 2019 |
| Página de inicio: | 480 |
| Página final: | 498 |
| DOI: |
10.1080/07362994.2019.1585263 |
| Notas: | ISI |