Rough differential equations containing path-dependent bounded variation terms
type: Item
instance of: scholarly article
title: Rough differential equations containing path-dependent bounded variation terms
author: Shigeki Aida
published in: Journal of Theoretical Probability
publication date: 2024-08-24T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60L20
Mathematics Subject Classification ID: 60H20
zbMATH DE Number: 7900845
zbMATH Keywords: path-dependent rough differential equation
zbMATH Keywords: reflected stochastic differential equation
zbMATH Keywords: running maximum
zbMATH Keywords: Skorohod equation
zbMATH Keywords: rough path
zbMATH Keywords: controlled path
MaRDI profile type: Publication
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DOI: 10.1007/S10959-024-01319-3
description: scientific article; zbMATH DE number 7900845