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

Authors :
Tindel, Samy
Torrecilla, Iv��n
Publication Year :
2009
Publisher :
arXiv, 2009.

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��lder 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.<br />32 pages

Details

Database :
OpenAIRE
Accession number :
edsair.doi...........681373caf4fa84de94c9e93046167b5c
Full Text :
https://doi.org/10.48550/arxiv.0901.2010