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Rafael Andretto Castrequini

Publications and source records attributed to Rafael Andretto Castrequini.

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Path dependent equations driven by Hölder processes

This paper investigates existence results for path-dependent differential equations driven by a H{ö}lder function where the integrals are understood in the Young sense. The two main results are proved via an application of Schauder theorem and the vector field is allowed to be unbounded. The H{ö}lder function is typically the trajectory of a stochastic process.

math.PR