Path dependent equations driven by Hölder processes

submitted
Publication type:
Paper in peer-reviewed journals
arXiv:
images/icons/icon_arxiv.png 1610.08723
Keywords :
Young integration; Path-dependent; Differential equations.
Abstract:
This paper investigates existence results for path-dependent differential equations driven by a Hölder function where the integrals are understood in the Young sense. The two main results are proved via an application of Schauder theorem and the vector field is allowed to be unbounded. The Hölder function is typically the trajectory of a stochastic process.
BibTeX:
@article{And-Rus-2200,
    author={Rafael Andretto Castrequini and Francesco Russo },
    title={Path dependent equations driven by Hölder processes },
    year={submitted },
    month={10},
}