Càdlàg rough differential equations with reflecting barriers (Q2239254): Difference between revisions

The aim of the present work is to provide a pathwise analysis of differential equations reflected at a càdlàg time-dependent barrier \(L:[0, T ]\to \mathbb{R}^{n}\) of finite \(p\)-variation. Assuming the driving signals allow for Young integration, we provide existence, uniqueness and stability results. When the driving signal is a càdlàg \(p\)-rough path for \(p \in[2, 3),\) we establish existence to general reflected rough differential equations, as well as uniqueness in the one-dimensional case.