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Some differential systems driven by a fBm with Hurst parameter greater than 1/4
- 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
- Subjects :
- Probability (math.PR)
FOS: Mathematics
60H05, 60H07, 60G15
Subjects
Details
- Database :
- OpenAIRE
- Accession number :
- edsair.doi...........681373caf4fa84de94c9e93046167b5c
- Full Text :
- https://doi.org/10.48550/arxiv.0901.2010