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arXiv · 1702.06495

Sweeping Processes Perturbed by Rough Signals

Charles Castaing·Nicolas Marie·Paul Raynaud De Fitte
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Abstract

This paper deals with the existence, the uniqueness and an approximation scheme of the solution to sweeping processes perturbed by a continuous signal of finite $p$-variation with $p\in [1,3[$. It covers pathwise stochastic noises directed by a fractional Brownian motion of Hurst parameter greater than $1/3$.

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BibTeXRIS

Charles Castaing, Nicolas Marie, Paul Raynaud De Fitte. 2017-02-21. Sweeping Processes Perturbed by Rough Signals. https://arxiv.org/abs/1702.06495

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