Differential equations driven by H\"{o}lder continuous functions of order greater than 1/2

Yaozhong Hu David Nualart

Differential equations driven by H\"{o}lder continuous functions of order greater than 1/2

概率论 2007-05-23 v2 经典分析与常微分方程

作者: Yaozhong Hu David Nualart

摘要

We derive estimates for the solutions to differential equations driven by a H\"older continuous function of order $\beta>1/2$ . 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 $H>{1/2}$ .

关键词

fractional brownian motion brownian motion ordinary differential equations

引用

@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}
}

备注

12 pages

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