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Charles Castaing

Publications and source records attributed to Charles Castaing.

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Sweeping Processes Perturbed by Rough Signals

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 $1/3$.

math.PR