Semilinear fractional stochastic differential equations driven by a -Hölder continuous signal with > 2/3

DOI10.1142/S0219493720500392MaRDI QIDQ4965633zbMATH OpenOpenAlexWikidataFDO

Authors Jorge A. Leon, David Márquez-Carreras

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

zbMATH Keywords

fractional Brownian motionfractional differential equationsYoung integralfractional derivatives and integralsHölder continuous functionsexistence and uniqueness of solutions for stochastic differential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Volterra integral equations (45D05) Stochastic integral equations (60H20)

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