Rough differential equations containing path-dependent bounded variation terms
Rough differential equations containing path-dependent bounded variation terms
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DOI：
10.1007/s10959-024-01319-3
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发表时间：
2016-08
期刊：
影响因子：
--
通讯作者：
S. Aida
中科院分区：
文献类型：
--
作者：
S. Aida
考虑系数包含路径依赖有界变差项的粗糙微分方程，证明了解的存在性和先验估计。这些方程包括经典的路径依赖随机微分方程，包含运行最大值过程和正常的反射条款。我们应用这些结果来确定的解决方案过程的拓扑支持。
We consider rough differential equations whose coefficients contain path-dependent bounded variation terms and prove the existence and a priori estimate of solutions. These equations include classical path-dependent stochastic differential equations containing running maximum processes and normal reflection terms. We apply these results to determine the topological support of the solution processes.