Rough Volterra equations 2: convolutional generalized integrals

Details Rough Volterra equations 2: convolutional generalized integrals Rough Volterra equations 2: convolutional generalized integrals

2008-10-10

arxiv.org/abs/0810.1824v1

Mathematics

Probability

32 pages, 2 figures

Scientific paper

We define and solve Volterra equations driven by an irregular signal, by
means of a variant of the rough path theory allowing to handle generalized
integrals weighted by an exponential coefficient. The results are applied to
the fractional Brownian motion with Hurst coefficient greater than 1/3

Affiliated with

Also associated with

No associations

Rating

Rough Volterra equations 2: convolutional generalized integrals does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Rough Volterra equations 2: convolutional generalized integrals, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Rough Volterra equations 2: convolutional generalized integrals will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-527009