Math. Review 2005k:60169</a>,
by
establishing an
existence and uniqueness result for delay equations driven by rough paths.
We then apply our results to the case where the driving path is
a fractional Brownian motion with Hurst parameter <i>H</i>>1/3.
">
Delay equations driven by rough paths
Andreas Neuenkirch, Johann Wolfgang Goethe-Universität Frankfurt
Ivan Nourdin, Université Paris 6
Samy Tindel, Université Nancy 1
Abstract
In this article, we illustrate the flexibility of the
algebraic integration formalism introduced in
M. Gubinelli, J. Funct. Anal. 216, 86-140, 2004,
Math. Review 2005k:60169,
by
establishing an
existence and uniqueness result for delay equations driven by rough paths.
We then apply our results to the case where the driving path is
a fractional Brownian motion with Hurst parameter H>1/3.
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