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Sweeping processes with stochastic perturbations generated by a fractional Brownian motion by Falkowski, Adrian; Slominski, Leszek is a scholarly article available to read on EtoBox.

What is Sweeping processes with stochastic perturbations generated by a fractional Brownian motion about?

We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end, we first prove new existence, uniqueness and approximation results for deterministic sweeping processes with bounded $p$-variation and next we apply them to the stochastic case.

Author

Falkowski, Adrian; Slominski, Leszek

Published

2015

Language

EN