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arXiv · 0711.2633

Delay equations driven by rough paths

Andreas Neuenkirch·Ivan Nourdin·Samy Tindel
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Abstract

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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Andreas Neuenkirch, Ivan Nourdin, Samy Tindel. 2007-11-16. Delay equations driven by rough paths. https://arxiv.org/abs/0711.2633

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