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Sweeping Processes Perturbed by Rough Signals
- Source :
- Séminaire de Probabilités LI, Séminaire de Probabilités LI, Lecture Notes in Mathematics 2301, pp.303-339, 2022, ⟨10.1007/978-3-030-96409-2_10⟩, Séminaire de Probabilités LI, Lecture Notes in Mathematics, Springer, Séminaire de Probabilités LI, Lecture Notes in Mathematics, Springer, In press, Lecture Notes in Mathematics ISBN: 9783030964085
- Publication Year :
- 2022
- Publisher :
- HAL CCSD, 2022.
-
Abstract
- International audience; 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 $1/3$.
Details
- Language :
- English
- ISBN :
- 978-3-030-96408-5
- ISBNs :
- 9783030964085
- Database :
- OpenAIRE
- Journal :
- Séminaire de Probabilités LI, Séminaire de Probabilités LI, Lecture Notes in Mathematics 2301, pp.303-339, 2022, ⟨10.1007/978-3-030-96409-2_10⟩, Séminaire de Probabilités LI, Lecture Notes in Mathematics, Springer, Séminaire de Probabilités LI, Lecture Notes in Mathematics, Springer, In press, Lecture Notes in Mathematics ISBN: 9783030964085
- Accession number :
- edsair.doi.dedup.....889ba1bcdf9bb79ddf0360d75102eefb