Path dependent equations driven by Hölder processes

preprint2016arXivOpen access

Abstract

This paper investigates existence results for path-dependent differential equations driven by a H{ö}lder 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 H{ö}lder function is typically the trajectory of a stochastic process.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.