An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation
From MaRDI portal
Publication:1589834
DOI10.1007/BF02465846zbMath0963.45012MaRDI QIDQ1589834
Publication date: 5 March 2001
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02465846
45G10: Other nonlinear integral equations
45L05: Theoretical approximation of solutions to integral equations
Related Items
Unnamed Item, Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion, On Stratonovich integral equations driven by continuous \(p\)-semimartingales, The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type., Helly's selection principle for functions of bounded \(p\)-variation
Cites Work
- Unnamed Item
- Itô's formula with respect to fractional Brownian motion and its application
- Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
- An inequality of the Hölder type, connected with Stieltjes integration
- Stochastic analysis of fractional brownian motions