Differential equations driven by H\"{o}lder continuous functions of order greater than 1/2
Probability
2007-05-23 v2 Classical Analysis and ODEs
Abstract
We derive estimates for the solutions to differential equations driven by a H\"older continuous function of order . As an application we deduce the existence of moments for the solutions to stochastic partial differential equations driven by a fractional Brownian motion with Hurst parameter .
Keywords
Cite
@article{arxiv.math/0601628,
title = {Differential equations driven by H\"{o}lder continuous functions of order greater than 1/2},
author = {Yaozhong Hu David Nualart},
journal= {arXiv preprint arXiv:math/0601628},
year = {2007}
}
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12 pages