Differential equations driven by variable order Hölder noise and the regularizing effect of delay
DOI10.1080/17442508.2019.1602130zbMath1490.60164arXiv1803.04369OpenAlexW2962735273MaRDI QIDQ5086475
Publication date: 5 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.04369
stochastic differential equationsmultifractional Brownian motionrough pathsdelayed differential equationsvariable order spaces
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)
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