Young Differential Delay Equations Driven by Hölder Continuous Paths

DOI10.1007/978-3-319-96755-4_17zbMath1419.34165arXiv1802.03193OpenAlexW2786285699MaRDI QIDQ5223403

Luu Hoang Duc, Phan Thanh Hong

Publication date: 18 July 2019

Published in: Understanding Complex Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.03193

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Applications of operator theory to differential and integral equations (47N20) General theory of functional-differential equations (34K05)

Related Items (1)

Pullback attractors for stochastic Young differential delay equations

Cites Work

• Unnamed Item
• Unnamed Item
• Dissipative boundary conditions for \(2\times 2\) hyperbolic systems of conservation laws for entropy solutions in BV
• Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than \(1/2\) and random dynamical systems
• Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
• Functional differential equations driven by a fractional Brownian motion
• Controlled differential equations as Young integrals: a simple approach
• Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
• Integration with respect to fractal functions and stochastic calculus. I
• Differential equations driven by rough signals
• Evolution equations driven by a fractional Brownian motion
• Differential equations driven by fractional Brownian motion
• Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in \((1/2,1)\)
• Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
• Functional differential equations in Hilbert spaces driven by a fractional Brownian motion
• Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion
• Integration with respect to Fractal Functions and Stochastic Calculus II
• Mixed stochastic delay differential equations
• Multidimensional Stochastic Processes as Rough Paths
• System Control and Rough Paths
• A note on the generation of random dynamical systems from fractional stochastic delay differential equations
• Fractional Brownian Motions, Fractional Noises and Applications

This page was built for publication: Young Differential Delay Equations Driven by Hölder Continuous Paths