EULER SCHEME FOR FRACTIONAL DELAY STOCHASTIC DIFFERENTIAL EQUATIONS BY ROUGH PATHS TECHNIQUES

doi:10.1007/s10473-019-0308-1

Acta mathematica scientia,Series B ›› 2019, Vol. 39 ›› Issue (3): 747-763.doi: 10.1007/s10473-019-0308-1

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EULER SCHEME FOR FRACTIONAL DELAY STOCHASTIC DIFFERENTIAL EQUATIONS BY ROUGH PATHS TECHNIQUES

Johanna GARZÓN¹, Samy TINDEL², Soledad TORRES³

1. Departamento de Matemáticas, Universidad Nacional de Colombia, Bogotá D. C., Colombia;
2. Department of Mathematics, Purdue University, 150 N. University Street, W. Lafayette, IN 47907, USA;
3. Facultad de Ingeniería, CIMFAV Universidad de Valparaíso, Casilla 123-V, 4059 Valparaiso, Chile

Received:2018-03-31 Revised:2018-08-23 Online:2019-06-25 Published:2019-06-27
Contact: Samy TINDEL E-mail:stindel@purdue.edu
Supported by:
The first author is supported by MATH-AmSud 18-MATH-07 SaSMoTiDep Project and HERMES project 41305. S. Torres is partially supported by the Project ECOS-CONICYT C15E05, REDES 150038, MATH-AmSud 18-MATH-07 SaSMoTiDep Project and Fondecyt (1171335). S. Tindel is supported by NSF (Grant DMS-1613163).

Abstract

CLC Number:

60H15

Johanna GARZÓN, Samy TINDEL, Soledad TORRES. EULER SCHEME FOR FRACTIONAL DELAY STOCHASTIC DIFFERENTIAL EQUATIONS BY ROUGH PATHS TECHNIQUES[J].Acta mathematica scientia,Series B, 2019, 39(3): 747-763.

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EULER SCHEME FOR FRACTIONAL DELAY STOCHASTIC DIFFERENTIAL EQUATIONS BY ROUGH PATHS TECHNIQUES

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