An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation

DOI10.1007/BF02465846zbMath0963.45012OpenAlexW2044546074MaRDI QIDQ1589834

Kęstutis Kubilius

Publication date: 5 March 2001

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02465846

zbMATH Keywords

nonlinear integral equationfunction with bounded \(p\)-variationMilstein-type approximation

Mathematics Subject Classification ID

Other nonlinear integral equations (45G10) Theoretical approximation of solutions to integral equations (45L05)

Related Items (5)

Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion ⋮ Unnamed Item ⋮ The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type. ⋮ On Stratonovich integral equations driven by continuous \(p\)-semimartingales ⋮ Helly's selection principle for functions of bounded \(p\)-variation

Cites Work

• Unnamed Item
• Itô's formula with respect to fractional Brownian motion and its application
• Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
• An inequality of the Hölder type, connected with Stieltjes integration
• Stochastic analysis of fractional brownian motions

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