English

Some differential systems driven by a fBm with Hurst parameter greater than 1/4

Probability 2009-01-15 v1

Abstract

This note is devoted to show how to push forward the algebraic integration setting in order to treat differential systems driven by a noisy input with H\"older regularity greater than 1/4. After recalling how to treat the case of ordinary stochastic differential equations, we mainly focus on the case of delay equations. A careful analysis is then performed in order to show that a fractional Brownian motion with Hurst parameter H>1/4 fulfills the assumptions of our abstract theorems.

Keywords

Cite

@article{arxiv.0901.2010,
  title  = {Some differential systems driven by a fBm with Hurst parameter greater than 1/4},
  author = {Samy Tindel and Iván Torrecilla},
  journal= {arXiv preprint arXiv:0901.2010},
  year   = {2009}
}

Comments

32 pages

R2 v1 2026-06-21T12:00:41.240Z