Sweeping Processes Perturbed by Rough Signals

Charles Castaing (1) , Nicolas Marie (2, 3) , Paul Raynaud de Fitte (4)

1 UM - Université de Montpellier
2 MODAL'X - Modélisation aléatoire de Paris X
3 ESME - ESME - École spéciale de mécanique et d'électricité
4 LMRS - Laboratoire de Mathématiques Raphaël Salem

This paper deals with the existence and the uniqueness of the solution to sweeping processes perturbed by a continuous signal of finite p-variation with $p\in [1,3[$. It covers pathwise stochastic multiplicative noises directed by a fractional Brownian motion of Hurst parameter greater than 1/3.

Domaines: Probabilités [math.PR]

Charles Castaing, Nicolas Marie, Paul Raynaud de Fitte. Sweeping Processes Perturbed by Rough Signals. 2018. ⟨hal-01738241v1⟩