A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion


الملخص بالإنكليزية

Within the rough path framework we prove the continuity of the solution to random differential equations driven by fractional Brownian motion with respect to the Hurst parameter $H$ when $H in (1/3, 1/2]$.

تحميل البحث