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Sweeping Processes Perturbed by Rough Signals

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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https://hal.archives-ouvertes.fr/hal-01738241
Contributor : Nicolas Marie Connect in order to contact the contributor
Submitted on : Monday, September 21, 2020 - 8:29:42 AM
Last modification on : Wednesday, February 23, 2022 - 3:38:06 AM

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  • HAL Id : hal-01738241, version 3

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Charles Castaing, Nicolas Marie, Paul Raynaud de Fitte. Sweeping Processes Perturbed by Rough Signals. Séminaire de Probabilités LI, Lecture Notes in Mathematics, Springer, 2022. ⟨hal-01738241v3⟩

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