Controlled differential equations as Young integrals: a simple approach
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Publication:710514
DOI10.1016/j.jde.2010.05.006zbMath1216.34058OpenAlexW2079974485MaRDI QIDQ710514
Publication date: 19 October 2010
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/inria-00402397/file/simple-rde.pdf
fractional Brownian motionEuler schemerough pathsYoung integralcontrolled differential equationsflow property
Fractional processes, including fractional Brownian motion (60G22) Nonlinear differential equations in abstract spaces (34G20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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