11 citations · 19 across the 11 of their papers we have counts for
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Euler scheme for stochastic functional differential equations driven by fractional Brownian motion
Johanna Garzón, Jorge A. León, Jorge Lozada +1
In this paper, we apply rough paths techniques to provide an approximation of the solution of stochastic functional differential equations driven by fractional Brownian motion with…
Rough differential equations with power type nonlinearities
Prakash Chakraborty, Samy Tindel
In this note we consider differential equations driven by a signal which is -Hölder with , and is assumed to possess a lift as a rough path. Our main point is to obta…
Fractional stochastic differential equation with discontinuous diffusion
Johanna Garzón, Jorge A. León, Soledad Torres
In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of…
Young Differential Equations with Power Type Nonlinearities
Jorge A. León, David Nualart, Samy Tindel
In this note we give several methods to construct nontrivial solutions to the equation , where is a -Hölder -valued signal with $γ\in(1/2,1…
On Uniqueness for some non-Lipschitz SDE
Aureli Alabert, Jorge A. León
We study the uniqueness in the path-by-path sense (i.e. -by-) of solutions to stochastic differential equations with additive noise and non-Lipschitz autonomous drift. The no…
An Osgood's criterion for a semilinear stochastic differential equation
Jorge A. León, Liliana Peralta, José Villa-Morales
The purpose of this paper is to give an Osgood's criterion for solutions of semilinear stochastic differential equations of the form $X_{t}=ξ+\int_{0}^{t}b(s,X_{s})ds+\int_{0}^{t}σ…