Rough differential equations containing path-dependent bounded variation terms
DOI10.1007/S10959-024-01319-3MaRDI QIDQ6592136FDOQ6592136
Authors: Shigeki Aida 
Publication date: 24 August 2024
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
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running maximumrough pathreflected stochastic differential equationSkorohod equationcontrolled pathpath-dependent rough differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) Rough paths (60L20)
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