Càdlàg rough differential equations with reflecting barriers (Q2239254): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3196083629 / rank | |||
Normal rank | |||
Property / Wikidata QID | |||
Property / Wikidata QID: Q115341116 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 2008.00794 / rank | |||
Normal rank |
Latest revision as of 03:44, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Càdlàg rough differential equations with reflecting barriers |
scientific article |
Statements
Càdlàg rough differential equations with reflecting barriers (English)
0 references
3 November 2021
0 references
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.
0 references
\(p\)-variation
0 references
rough path
0 references
rough differential equation
0 references
reflecting barrier
0 references
Skorokhod problem
0 references
Young integration
0 references