Path dependent equations driven by Hölder processes

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1 ENSTA ParisTech UMA - Unité de Mathématiques Appliquées

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.

Keywords : Young integration Path-dependent Differential equations

Autor: Rafael Andretto Castrequini - Francesco Russo -

Fuente: https://hal.archives-ouvertes.fr/

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