Rough differential equations with path-dependent coefficients
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Publication:6098910
DOI10.5802/ahl.157arXiv2001.10688OpenAlexW3004209618MaRDI QIDQ6098910
Publication date: 19 June 2023
Published in: Annales Henri Lebesgue (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.10688
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Stochastic integrals (60H05) Rough paths (60L20)
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