Sweeping Processes Perturbed by Rough Signals
Résumé
This paper deals with the existence and the uniqueness of the solution to sweeping processes perturbed by a continuous signal of finite p-variation with p∈[1,3[. It covers pathwise stochastic multiplicative noises directed by a fractional Brownian motion of Hurst parameter greater than 1/3.
Domaines
Probabilités [math.PR]
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Sweeping_Processes_Perturbed_by_Rough_Signals.pdf (488.4 Ko)
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