Path dependent equations driven by H\"older processes
This paper investigates existence results for path-dependent differential equations driven by a H{\"o}lder function where the integrals are understood in the Young sense. The two main results are proved via an application of Schauder theorem and the vector field is allowed to be unbounded. The...
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Zusammenfassung: | This paper investigates existence results for path-dependent differential
equations driven by a H{\"o}lder function where the integrals are understood in
the Young sense. The two main results are proved via an application of Schauder
theorem and the vector field is allowed to be unbounded. The H{\"o}lder
function is typically the trajectory of a stochastic process. |
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DOI: | 10.48550/arxiv.1610.08723 |