Semilinear fractional stochastic differential equations driven by a γ-Hölder continuous signal with γ > 2/3
DOI10.1142/S0219493720500392zbMath1470.60193OpenAlexW3001672955WikidataQ126303296 ScholiaQ126303296MaRDI QIDQ4965633
David Márquez-Carreras, Jorge A. Leon
Publication date: 9 March 2021
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493720500392
fractional Brownian motionfractional differential equationsHölder continuous functionsYoung integralfractional derivatives and integralsexistence and uniqueness of solutions for stochastic differential equations
Fractional processes, including fractional Brownian motion (60G22) Volterra integral equations (45D05) Stochastic integral equations (60H20)
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