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Sweeping Processes Perturbed by Rough Signals
- Source :
- S\'eminaire de Probabilit\'es LI, Lecture Notes in Mathematics, Springer, 2020
- Publication Year :
- 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
- Subjects :
- Mathematics - Probability
34H05, 34K35, 60H10
Subjects
Details
- Database :
- arXiv
- Journal :
- S\'eminaire de Probabilit\'es LI, Lecture Notes in Mathematics, Springer, 2020
- Publication Type :
- Report
- Accession number :
- edsarx.1702.06495
- Document Type :
- Working Paper