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Book sections
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 $1/3$.
Cited literature [27 references]
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
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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