论文标题
càdlàg粗大的微分方程和反射障碍
Càdlàg Rough Differential Equations with Reflecting Barriers
论文作者
论文摘要
我们使用时间依赖的反射较低屏障的粗糙微分方程进行了研究，在这种情况下，驱动（粗糙）路径和屏障本身都可能有跳跃。假设驾驶信号允许年轻整合，我们提供存在，独特性和稳定性结果。当驾驶信号是$ p \ in [2,3）$中的càdlàg$ p $ - 条路径时，我们确定了一般反映的粗糙微分方程的存在，以及在一维情况下的唯一性。
We investigate rough differential equations with a time-dependent reflecting lower barrier, where both the driving (rough) path and the barrier itself may have jumps. Assuming the driving signals allow for Young integration, we provide existence, uniqueness and stability results. When the driving signal is a càdlàg $p$-rough path for $p \in [2,3)$, we establish existence to general reflected rough differential equations, as well as uniqueness in the one-dimensional case.
