Path dependent equations driven by Hölder processes
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Publication:5379268
DOI10.1080/07362994.2019.1585263zbMath1432.60058arXiv1610.08723OpenAlexW2542921763MaRDI QIDQ5379268
Rafael Andretto Castrequini, Francesco Russo
Publication date: 28 May 2019
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.08723
Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic integral equations (60H20)
Related Items
On path-dependent SDEs involving distributional drifts, Geometric aspects of Young integral: decomposition of flows, A generalized change of variable formula for the Young integral
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