Mireia Besalú

collaborators

2 papers

math.PR2020

Convergence of delay equations driven by a Hölder continuous function of order $β \in (\frac{1}{3}, \frac{1}{2})$

Mireia Besalú, Giulia Binotto, Carles Rovira

In this note we show that, when the delay goes to zero, the solution of multidimensional delay differential equations driven by a Hölder continuous function of order $β\in (\frac13…

math.PR2019

Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations

Mireia Besalú, David Márquez-Carreras, Eulàlia Nualart

We consider stochastic Volterra integral equations driven by a fractional Brownian motion with Hurst parameter H > 1/2 . We first derive supremum norm estimates for the solution an…

Convergence of delay equations driven by a Hölder continuous function of order β∈(31​,21​)

Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations

Convergence of delay equations driven by a Hölder continuous function of order $β \in (\frac{1}{3}, \frac{1}{2})$