Convergence of delay equations driven by a H\"older continuous function of order $\beta\in(\frac13,\frac12)$ (Q5118125): Difference between revisions

Latest revision as of 13:01, 23 July 2024

scientific article; zbMATH DE number 7244084

Language	Label	Description	Also known as
English	Convergence of delay equations driven by a H\"older continuous function of order $\beta\in(\frac13,\frac12)$	scientific article; zbMATH DE number 7244084

Statements

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7 September 2020

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full work available at URL

https://arxiv.org/abs/2002.07455

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https://ejde.math.txstate.edu/Volumes/2020/65/abstr.html#latest

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zbMATH Keywords

delay equation

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stochastic differential equation

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convergence

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fractional integral

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MaRDI profile type

MaRDI publication profile

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arXiv classification

math.PR

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cites work

Delay equations with non-negativity constraints driven by a Hölder continuous function of order $\beta\in\left(\frac{1}{3},\frac{1}{2}\right)$

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Semi-martingales and rough paths theory

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Convergence of delay differential equations driven by fractional Brownian motion

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Approximations of the Brownian rough path with applications to stochastic analysis

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Q5290444

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Controlling rough paths

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Rough path analysis via fractional calculus

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Malliavin calculus for fractional delay equations

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Q4453255

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Differential equations driven by rough signals

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Q4421350

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Large deviations and support theorem for diffusion processes via rough paths.

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Identifiers

zbMATH Open document ID

1472.60092

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5118125

@@ Property / cites work @@
+Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)
+Normal rank
@@ Property / cites work @@
+Semi-martingales and rough paths theory
@@ Property / cites work: Semi-martingales and rough paths theory / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of delay differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Approximations of the Brownian rough path with applications to stochastic analysis
+Normal rank
@@ Property / cites work @@
+Q5290444
@@ Property / cites work: Q5290444 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlling rough paths
@@ Property / cites work: Controlling rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+Rough path analysis via fractional calculus
@@ Property / cites work: Rough path analysis via fractional calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Malliavin calculus for fractional delay equations
@@ Property / cites work: Malliavin calculus for fractional delay equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4453255
@@ Property / cites work: Q4453255 / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
+Normal rank
@@ Property / cites work @@
+Q4421350
@@ Property / cites work: Q4421350 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations and support theorem for diffusion processes via rough paths.
+Normal rank