One-dimensional reflected rough differential equations
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Publication:2274299
DOI10.1016/J.SPA.2018.09.007zbMATH Open1479.60208arXiv1610.07481OpenAlexW2539877842MaRDI QIDQ2274299FDOQ2274299
Authors: A. Deya, Martina Hofmanová, S. Tindel, Massimiliano Gubinelli 
Publication date: 19 September 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Abstract: We prove existence and uniqueness of the solution of a one-dimensional rough differential equation driven by a step-2 rough path and reflected at zero. In order to deal with the lack of control of the reflection measure the proof uses some ideas we introduced in a previous work dealing with rough kinetic PDEs [arXiv:1604.00437].
Full work available at URL: https://arxiv.org/abs/1610.07481
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Applications of stochastic analysis (to PDEs, etc.) (60H30) Rough partial differential equations (60L50)
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Cited In (18)
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