A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion

Documenti analoghi

• Invariance properties of Brownian motion via Lie's symmetries
  di: Dehò, Susanna, et al.
  Pubblicazione: (2026)
• Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion
  di: Richard, Alexandre, et al.
  Pubblicazione: (2016)
• Path-dependent McKean PDEs with reaction: a discussion on probabilistic interpretations and particle approximations
  di: Morale, Daniela, et al.
  Pubblicazione: (2026)
• Discrete reaction-diffusion system with stochastic dynamical boundary conditions: convergence results
  di: Arceci, Francesca, et al.
  Pubblicazione: (2025)
• A numerical study of a PDE-ODE system with a stochastic dynamical boundary condition: a nonlinear model for sulphation phenomena
  di: Arceci, Francesca, et al.
  Pubblicazione: (2024)