Young differential equations with power type nonlinearities

DOI10.1016/j.spa.2017.01.007zbMath1395.60062arXiv1606.02258OpenAlexW2963943169MaRDI QIDQ2402434

David Nualart, Samy Tindel, Jorge A. Leon

Publication date: 7 September 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.02258

zbMATH Keywords

fractional Brownian motionintegral equationsfractional calculusYoung integration

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33)

Related Items (6)

Sobolev regularity of occupation measures and paths, variability and compositions ⋮ Stochastic differential equations with discontinuous diffusion coefficients ⋮ Forward integration of bounded variation coefficients with respect to Hölder continuous processes ⋮ Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients ⋮ Rough differential equations with power type nonlinearities ⋮ Semilinear fractional stochastic differential equations driven by a γ-Hölder continuous signal with γ > 2/3

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