Some differential systems driven by a fBm with Hurst parameter greater than 1/4
| dc.creator | Tindel, Samy | |
| dc.creator | Torrecilla, Iván | |
| dc.date | 2009-01-14 | |
| dc.date.accessioned | 2026-07-07T12:29:31Z | |
| dc.date.available | 2026-07-07T12:29:31Z | |
| dc.description | 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 Hölder 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. | |
| dc.description | 32 pages | |
| dc.identifier | https://arxiv.org/abs/0901.2010 | |
| dc.identifier | http://arxiv.org/abs/0901.2010 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/215906 | |
| dc.subject | Probability | |
| dc.subject | 60H05, 60H07, 60G15 | |
| dc.title | Some differential systems driven by a fBm with Hurst parameter greater than 1/4 | |
| dc.type | text |