Existence and uniqueness of solutions of differential equations weakly controlled by rough paths with an arbitrary positive Hölder exponent

DOI10.1134/S0012266121100025zbMath1485.60087OpenAlexW4200479384WikidataQ115249224 ScholiaQ115249224MaRDI QIDQ2064219

M. M. Vas'kovskii

Publication date: 5 January 2022

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0012266121100025

zbMATH Keywords

differential equationsexistence and uniqueness of solutionrough path

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Rough paths (60L20)

Related Items (2)

Stability of solutions of stochastic differential equations weakly controlled by rough paths with arbitrary positive Hölder exponent ⋮ Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\)

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