Mireia Besalu, Giulia Binotto, Carles Rovira
Abstract:
In this article we show that, when the delay approaches zero, the solution of
multidimensional delay differential equations driven by a Holder continuous
function of order 1/3<β<1/2 converges with the supremum norm to the solution
for the equation without delay. Finally we discuss the applications to stochastic
differential equations
Submitted October 30, 2018. Published June 26, 2020.
Math Subject Classifications: 60H05, 60H07.
Key Words: Delay equation; stochastic differential equation; convergence;
fractional integral.
DOI: 10.58997/ejde.2020.65
Show me the PDF file (410 KB), TEX file for this article.
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Mireia Besalú Departament de Genética, Microbiologia i Estadística Universitat de Barcelona Barcelona, Spain email: mbesalu@ub.edu |
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Giulia Binotto Departament de Matemàtiques Universitat Autònoma de Barcelona Barcelona, Spain email: gbinotto@mat.uab.cat |
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Carles Rovira Departament de Matemàtiques i Informàtica Universitat de Barcelona, Barcelona, Spain email: carles.rovira@ub.edu |
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