TY  - JOUR
A1  - Neuenkirch, Andreas
A1  - Nourdin, Ivan
A1  - Tindel, Samy
T1  - Delay equations driven by rough paths
T2  - Electronic journal of probability
N2  - In this article, we illustrate the flexibility of the algebraic integration formalism introduced in M. Gubinelli (2004), Controlling Rough Paths, J. Funct. Anal. 216, 86-140, by establishing an existence and uniqueness result for delay equations driven by rough paths. We then apply our results to the case where the driving path is a fractional Brownian motion with Hurst parameter H > 1/3.
KW  - rough paths theory
KW  - delay equation
KW  - fractional Brownian motion
KW  - Malliavin calculus
Y1  - 2008
UR  - http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/32895
UR  - https://nbn-resolving.org/urn:nbn:de:hebis:30:3-328955
SN  - 1083-6489
N1  - This work is licensed under a Creative Commons Attribution 3.0 License http://creativecommons.org/licenses/by/3.0/ .
VL  - 13
SP  - 2031
EP  - 2068
PB  - EMIS ELibEMS
CY  - [Madralin]
ER  -