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Stochastic Analysis and Applications Volume 39, 2021 - Issue 4
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Research Article

A note on the continuity in the hurst index of the solution of rough differential equations driven by a fractional brownian motion

Francesco Carlo De Vecchia Institute for Applied Mathematics, University of Bonn, Bonn, GermanyCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-7809-1534View further author information
ORCID Icon,
Luca Maria Giordanob Dipartimento di Matematica, Università degli Studi di Milano, Milano, ItalyView further author information
,
Daniela Moraleb Dipartimento di Matematica, Università degli Studi di Milano, Milano, ItalyORCID Iconhttps://orcid.org/0000-0003-4263-5672View further author information
ORCID Icon &
Stefania Ugolinib Dipartimento di Matematica, Università degli Studi di Milano, Milano, ItalyView further author information
Pages 697-711 | Received 13 Mar 2020, Accepted 21 Sep 2020, Published online: 15 Oct 2020

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