Delay equations driven by rough paths
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Publication:1039079
DOI10.1214/EJP.v13-575zbMath1190.60046arXiv0711.2633MaRDI QIDQ1039079
Ivan Nourdin, Samy Tindel, Andreas Neuenkirch
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.2633
Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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