2 5 Ja n 20 06 Differential equations driven by Hölder continuous functions of order greater than 1 / 2
نویسنده
چکیده
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 .
منابع مشابه
1 F eb 2 00 6 Differential equations driven by Hölder continuous functions of order greater than 1 / 2
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 .
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تاریخ انتشار 2006