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http://hdl.handle.net/2445/155665
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DC Field | Value | Language |
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dc.contributor.author | León, Jorge A. | - |
dc.contributor.author | Márquez, David (Márquez Carreras) | - |
dc.date.accessioned | 2020-04-17T06:37:13Z | - |
dc.date.available | 2020-12-31T06:10:19Z | - |
dc.date.issued | 2019 | - |
dc.identifier.issn | 0219-4937 | - |
dc.identifier.uri | http://hdl.handle.net/2445/155665 | - |
dc.description.abstract | 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 $\gamma$ -Hölder continuous function $\theta$ with $\gamma \in\left(\frac{2}{3}, 1\right) .$ Here, the initial condition is a function that may not be defined at zero and the involved integral with respect to $\theta$ 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 Fields111 (1998) $333-374]$ | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | - |
dc.publisher | World Scientific Publishing | - |
dc.relation.isformatof | Versió postprint del document publicat a: https://doi.org/10.1142/S0219493720500392 | - |
dc.relation.ispartof | Stochastics and Dynamics, 2019 | - |
dc.relation.uri | https://doi.org/10.1142/S0219493720500392 | - |
dc.rights | (c) World Scientific Publishing, 2019 | - |
dc.source | Articles publicats en revistes (Matemàtiques i Informàtica) | - |
dc.subject.classification | Equacions integrals estocàstiques | - |
dc.subject.classification | Processos de moviment brownià | - |
dc.subject.classification | Equacions integrals | - |
dc.subject.other | Stochastic integral equations | - |
dc.subject.other | Brownian motion processes | - |
dc.subject.other | Integral equations | - |
dc.title | Semilinear fractional stochastic differential equations driven by a $\gamma$ -Hölder continuous signal with $\gamma>2 / 3$ | - |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/acceptedVersion | - |
dc.identifier.idgrec | 697874 | - |
dc.date.updated | 2020-04-17T06:37:13Z | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Matemàtiques i Informàtica) |
Files in This Item:
File | Description | Size | Format | |
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697874.pdf | 448.6 kB | Adobe PDF | View/Open |
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