Path dependent equations driven by Hölder processes

Abstract : This paper investigates existence results for path-dependent differential equations driven by a Hölder function where the integrals are understood in the Young sense. The two main results are proved via an application of Schauder theorem and the vector field is allowed to be unbounded. The Hölder function is typically the trajectory of a stochastic process.
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https://hal.archives-ouvertes.fr/hal-01388433
Contributor : Francesco Russo <>
Submitted on : Thursday, October 27, 2016 - 8:24:47 AM
Last modification on : Thursday, November 16, 2017 - 5:15:02 PM

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  • HAL Id : hal-01388433, version 1
  • ARXIV : 1610.08723

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Rafael Andretto Castrequini, Francesco Russo. Path dependent equations driven by Hölder processes. 2016. ⟨hal-01388433⟩

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