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dc.contributor.authorLeón, Jorge A.-
dc.contributor.authorMárquez, David (Márquez Carreras)-
dc.description.abstractIn 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.publisherWorld Scientific Publishing-
dc.relation.isformatofVersió postprint del document publicat a:
dc.relation.ispartofStochastics and Dynamics, 2019-
dc.rights(c) World Scientific Publishing, 2019-
dc.sourceArticles publicats en revistes (Matemàtiques i Informàtica)-
dc.subject.classificationEquacions integrals estocàstiques-
dc.subject.classificationProcessos de moviment brownià-
dc.subject.classificationEquacions integrals-
dc.subject.otherStochastic integral equations-
dc.subject.otherBrownian motion processes-
dc.subject.otherIntegral equations-
dc.titleSemilinear fractional stochastic differential equations driven by a $\gamma$ -Hölder continuous signal with $\gamma>2 / 3$-
Appears in Collections:Articles publicats en revistes (Matemàtiques i Informàtica)

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