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Rough differential equations containing path-dependent bounded variation terms - MaRDI portal

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Rough differential equations containing path-dependent bounded variation terms

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Publication:6507441

DOI10.1007/S10959-024-01319-3arXiv1608.03083MaRDI QIDQ6507441

Author name not available (Why is that?)


Abstract: We consider rough differential equations whose coefficients contain path-dependent bounded variation terms and prove the existence and a priori estimate of solutions. These equations include classical path-dependent SDEs containing running maximum processes and normal reflection terms. We apply these results to determine the topological support of the solution processes.





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