Path dependent equations driven by Holder processes

Castrequini, Rafael Andretto; Russo, Francesco

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