Ordinary differential equations with fractal noise

DOI10.1090/S0002-9939-99-04803-0zbMath0915.34054OpenAlexW1511429007MaRDI QIDQ4226321

F. Klingenhöfer, Martina Zähle

Publication date: 25 January 1999

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-99-04803-0

zbMATH Keywords

existenceuniquenessfractional calculusHölder continuous functionItô differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Integrals of Riemann, Stieltjes and Lebesgue type (26A42) Explicit solutions, first integrals of ordinary differential equations (34A05) Ordinary differential equations and systems with randomness (34F05)

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