Convergence of delay equations driven by a Hölder continuous function of order 1/3<β<1/2.
In this article we show that, when the delay approaches zero, the solution of multidimensional delay differential equations driven by a Hölder continuous function of order 1/3 < \beta < 1/2 converges with the supremum norm to the solution for the equation without delay. Finally we discuss the...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2020 |
| País: | España |
| Institución: | Universidad de Barcelona |
| Repositorio: | Dipòsit Digital de la UB |
| OAI Identifier: | oai:diposit.ub.edu:2445/193827 |
| Acceso en línea: | https://hdl.handle.net/2445/193827 |
| Access Level: | acceso abierto |
| Palabra clave: | Equacions diferencials retardades Equacions diferencials estocàstiques Convergència (Matemàtica) Delay differential equations Stochastic differential equations Convergence |
| Sumario: | In this article we show that, when the delay approaches zero, the solution of multidimensional delay differential equations driven by a Hölder continuous function of order 1/3 < \beta < 1/2 converges with the supremum norm to the solution for the equation without delay. Finally we discuss the applications to stochastic differential equations. |
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