Working paper
Rough differential equations with path-dependent coefficients
- Abstract:
- We establish the existence of solutions to path-dependent rough differential equations with non-anticipative coefficients. Regularity assumptions on the coefficients are formulated in terms of horizontal and vertical derivatives.
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Item Description
- Language:
- English
- Pubs id:
-
1084497
- Local pid:
- pubs:1084497
- Deposit date:
- 2020-02-03
Terms of use
- Copyright holder:
- Anna Ananova
- Copyright date:
- 2020
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