Penalisation techniques for one-dimensional reflected rough differential equations
نویسندگان
چکیده
منابع مشابه
One-dimensional Reflected Rough Differential Equations
We prove existence and uniqueness of the solution of a one-dimensional rough differential equation driven by a step-2 rough path and reflected at zero. In order to deal with the lack of control of the reflection measure the proof uses some ideas we introduced in a previous work dealing with rough kinetic PDEs [arXiv:1604.00437].
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2020
ISSN: 1350-7265
DOI: 10.3150/20-bej1212