Rough differential equations containing path-dependent bounded variation terms (Q6592136)
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scientific article; zbMATH DE number 7900845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rough differential equations containing path-dependent bounded variation terms |
scientific article; zbMATH DE number 7900845 |
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Rough differential equations containing path-dependent bounded variation terms (English)
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24 August 2024
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path-dependent rough differential equation
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reflected stochastic differential equation
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running maximum
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Skorohod equation
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rough path
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controlled path
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