Young differential equations with power type nonlinearities

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

Samy Tindel, David Nualart, 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 motion; integral equations; fractional calculus; Young integration

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

26A33: Fractional derivatives and integrals