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Sweeping Processes Perturbed by Rough Signals
- Publication Year :
- 2017
- Publisher :
- arXiv, 2017.
-
Abstract
- This paper deals with the existence, the uniqueness and an approximation scheme of the solution to sweeping processes perturbed by a continuous signal of finite $p$-variation with $p\in [1,3[$. It covers pathwise stochastic noises directed by a fractional Brownian motion of Hurst parameter greater than $1/3$.<br />Comment: 27 pages
Details
- Database :
- OpenAIRE
- Accession number :
- edsair.doi.dedup.....77bf74103a68a8c3b44d8628b5377aa3
- Full Text :
- https://doi.org/10.48550/arxiv.1702.06495