Differential equations driven by Hölder continuous functions of order greater than 1/2
Abstract
Description
We derive estimates for the solutions to differential equations driven by a Hölder continuous function of order $β>1/2$. 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 $H>{1/2}$.
12 pages
12 pages