Sweeping Processes Perturbed by Rough Signals

Authors :: Castaing, Charles
Marie, Nicolas
De Fitte, Paul Raynaud
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

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

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