Within the rough path framework, we prove the continuity of the solution to random differential equations driven by a one dimensional fractional Brownian motion with respect to the Hurst parameter H when (Formula presented.).
A note on the continuity in the hurst index of the solution of rough differential equations driven by a fractional brownian motion
De Vecchi F. C.;
2021-01-01
Abstract
Within the rough path framework, we prove the continuity of the solution to random differential equations driven by a one dimensional fractional Brownian motion with respect to the Hurst parameter H when (Formula presented.).File in questo prodotto:
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