Rough Volterra equations 2: convolutional generalized integrals
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coefficientequationsgeneralizedintegralsroughvolterraallowingapplied
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We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory allowing to handle generalized integrals weighted by an exponential coefficient. The results are applied to the fractional Brownian motion with Hurst coefficient greater than 1/3
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