| Título: | Delay equations driven by rough paths |
| Autores: |
Neuenkirch, Andreas; Johann Wolfgang Goethe-Universität Frankfurt Nourdin, Ivan; Université Paris 6 Tindel, Samy; Université Nancy 1 |
| Fecha: | 2008-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
rough paths theory; delay equation; fractional Brownian motion; Malliavin calculus 60H05; 60H07; 60G15 |
| Descripción: | In this article, we illustrate the flexibility of the algebraic integration formalism introduced in M. Gubinelli, J. Funct. Anal. 216, 86-140, 2004, Math. Review 2005k:60169, by establishing an existence and uniqueness result for delay equations driven by rough paths. We then apply our results to the case where the driving path is a fractional Brownian motion with Hurst parameter $H>1/3$. |
| Idioma: | No aplica |
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