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Delay equations driven by rough paths

   
@article{EJP575,
	author = {Andreas Neuenkirch and Ivan Nourdin and Samy Tindel},
	title = {Delay equations driven by rough paths},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {13},
	year = {2008},
	keywords = {rough paths theory; delay equation; fractional Brownian motion; Malliavin calculus},
	abstract = {In this article, we illustrate the flexibility of the algebraic integration formalism introduced in M. Gubinelli, J. Funct. Anal. 216, 86-140, 2004,  Math. Review 2005k:60169,  by  establishing an existence and uniqueness result for delay equations driven by rough paths. We then apply our results to the case where the driving path is a fractional Brownian motion with Hurst parameter $H>1/3$.},
	pages = {no. 67, 2031-2068},
	issn = {1083-6489},
	doi = {10.1214/EJP.v13-575},    
        url = {http://ejp.ejpecp.org/article/view/575}}