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Semilinear fractional stochastic differential equations driven by a γ-Hölder continuous signal with γ > 2/3
Stochastics and Dynamics ( IF 0.8 ) Pub Date : 2020-01-23 , DOI: 10.1142/s0219493720500392
Jorge A. León 1 , David Márquez-Carreras 2
Affiliation  

In this paper, we use the techniques of fractional calculus to study the existence of a unique solution to semilinear fractional differential equation driven by a [Formula: see text]-Hölder continuous function [Formula: see text] with [Formula: see text]. Here, the initial condition is a function that may not be defined at zero and the involved integral with respect to [Formula: see text] is the extension of the Young integral [An inequality of the Hölder type, connected with Stieltjes integration, Acta Math. 67 (1936) 251–282] given by Zähle [Integration with respect to fractal functions and stochastic calculus I, Probab. Theory Related Fields 111 (1998) 333–374].

中文翻译:

由 γ > 2/3 的 γ-Hölder 连续信号驱动的半线性分数随机微分方程

在本文中,我们使用分数阶微积分技术研究由[公式:见文本]-Hölder连续函数[公式:见文本]和[公式:见文本]驱动的半线性分数微分方程的唯一解的存在性. 在这里,初始条件是一个不能定义为零的函数,而关于[公式:见文本]的积分是杨积分的扩展[Hölder类型的不等式,与Stieltjes积分有关,Acta Math . 67 (1936) 251–282] 由 Zähle 给出 [关于分形函数和随机微积分的积分 I,Probab。理论相关领域 111 (1998) 333–374]。
更新日期:2020-01-23
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