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arXiv · 1505.01315

Sweeping processes with stochastic perturbations generated by a fractional Brownian motion

Adrian Falkowski·Leszek Slominski
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Abstract

We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end, we first prove new existence, uniqueness and approximation results for deterministic sweeping processes with bounded $p$-variation and next we apply them to the stochastic case.

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Adrian Falkowski, Leszek Slominski. 2015-05-06. Sweeping processes with stochastic perturbations generated by a fractional Brownian motion. https://arxiv.org/abs/1505.01315

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