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Bibliographic Details
Main Authors: De Vecchi, Francesco C., Giordano, Luca M., Morale, Daniela, Ugolini, Stefania
Format: Preprint
Published: 2020
Subjects:
Online Access:https://arxiv.org/abs/2002.05281
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Table of Contents:
  • Within the rough path framework we prove the continuity of the solution to random differential equations driven by fractional Brownian motion with respect to the Hurst parameter $H$ when $H \in (1/3, 1/2]$.