Delay equations driven by rough paths

Details Delay equations driven by rough paths Delay equations driven by rough paths

2007-11-16

arxiv.org/abs/0711.2633v1

Mathematics

Probability

34 p

Scientific paper

In this article, we illustrate the flexibility of the algebraic integration
formalism introduced by M. Gubinelli (2004), by establishing an existence and
uniqueness result for delay equations driven by rough paths. We then apply our
results to the case where the driving path is a fractional Brownian motion with
Hurst parameter H>1/3.

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