Differential equations driven by rough signals.

Terry J. Lyons

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Displaying similar documents to “Differential equations driven by rough signals.”

Path-wise solutions of stochastic differential equations driven by Lévy processes.

David R. E. Williams (2001)

Revista Matemática Iberoamericana

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In this paper we show that a path-wise solution to the following integral equation Y_t = ∫₀ ^t f(Y_t) dX_t, Y₀ = a ∈ R^d, exists under the assumption that X_t is a Lévy process of finite p-variation for some p ≥ 1 and that f is an α-Lipschitz function for some α >...