Rough differential equations with path-dependent coefficients
Work
Year: 2023
Type: article
Abstract: We establish the existence of solutions to path-dependent rough differential equations with non-anticipative coefficients. Regularity assumptions on the coefficients are formulated in terms of horizon... more
Source: Annales Henri Lebesgue
Author Anna Ananova
Cites: 33
Cited by: 4
Related to: 10
FWCI: 0.325
Citation percentile (by year/subfield): 48.35
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: diamond