论文标题
具有路径依赖系数的粗糙微分方程
Rough differential equations with path-dependent coefficients
论文作者
论文摘要
我们建立了具有非中性系数的路径依赖性粗糙微分方程的解决方案的存在。关于系数的规律性假设是根据水平和垂直导数提出的。
We establish the existence of solutions to path-dependent rough differential equations with non-anticipative coefficients. Regularity assumptions on the coefficients are formulated in terms of horizontal and vertical derivatives.
