Sweeping Processes Perturbed by Rough Signals
Fuente:
arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2017
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866916626223333376 |
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| author | Castaing, Charles Marie, Nicolas De Fitte, Paul Raynaud |
| author_facet | Castaing, Charles Marie, Nicolas De Fitte, Paul Raynaud |
| contents | This paper deals with the existence, the uniqueness and an approximation scheme of the solution to sweeping processes perturbed by a continuous signal of finite $p$-variation with $p\in [1,3[$. It covers pathwise stochastic noises directed by a fractional Brownian motion of Hurst parameter greater than $1/3$. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1702_06495 |
| institution | arXiv |
| publishDate | 2017 |
| record_format | arxiv |
| spellingShingle | Sweeping Processes Perturbed by Rough Signals Castaing, Charles Marie, Nicolas De Fitte, Paul Raynaud Probability 34H05, 34K35, 60H10 This paper deals with the existence, the uniqueness and an approximation scheme of the solution to sweeping processes perturbed by a continuous signal of finite $p$-variation with $p\in [1,3[$. It covers pathwise stochastic noises directed by a fractional Brownian motion of Hurst parameter greater than $1/3$. |
| title | Sweeping Processes Perturbed by Rough Signals |
| topic | Probability 34H05, 34K35, 60H10 |
| url | https://arxiv.org/abs/1702.06495 |