Càdlàg rough differential equations with reflecting barriers

DOI10.1016/j.spa.2021.08.004zbMath1494.60062arXiv2008.00794OpenAlexW3196083629WikidataQ115341116 ScholiaQ115341116MaRDI QIDQ2239254

Andrew L. Allan, David J. Prömel, Chong Liu

Publication date: 3 November 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.00794

zbMATH Keywords

Skorokhod problem\(p\)-variationreflecting barrierYoung integrationrough pathrough differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rough paths (60L20)

Related Items (1)

Rough paths and SPDE

Cites Work

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