Existence and uniqueness of solutions of differential equations weakly controlled by rough paths with an arbitrary positive Hölder exponent
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Publication:2064219
DOI10.1134/S0012266121100025zbMath1485.60087OpenAlexW4200479384WikidataQ115249224 ScholiaQ115249224MaRDI QIDQ2064219
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
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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