| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129988 | Stochastic Processes and their Applications | 2017 | 22 Pages |
Abstract
We study the existence, uniqueness and stability of solutions of general stochastic differential equations with constraints driven by semimartingales and processes with bounded p-variation. Applications to SDEs with constraints driven by fractional Brownian motion and standard Brownian motion are given.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Adrian Falkowski, Leszek SÅomiÅski,