most citedSDEs with constraints driven by processes with bounded p-variation

2 citations · 2 across the 1 of their papers we have counts for

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1 paper

math.PR2014★ 2 cited

SDEs with constraints driven by processes with bounded p-variation

Adrian Falkowski, Leszek Slominski

We study the existence, uniqueness and approximation of solutions of stochastic differential equations with constraints driven by processes with bounded p-variation. Our main tool…