Pathwise solution to rough stochastic lattice dynamical system driven by fractional noise (Q2286198)
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| Language | Label | Description | Also known as |
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| English | Pathwise solution to rough stochastic lattice dynamical system driven by fractional noise |
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Pathwise solution to rough stochastic lattice dynamical system driven by fractional noise (English)
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10 January 2020
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The fBm-driving rough stochastic lattice dynamical system with a general diffusion term is investigated. First, an area element in space of tensor is desired to define the rough path integral using the Chen-equality and fractional calculus. Under certain conditions, the considered equation is proved to possess a unique local mild path-area solution.
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stochastic lattice system
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fractional Brownian motion (fBm)
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pathwise solution
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Chen-equality
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