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Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/16906
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dc.contributor.authorNualart, David, 1951-cat
dc.contributor.authorRascanu, Aurelcat
dc.date.accessioned2011-03-08T09:48:50Z-
dc.date.available2011-03-08T09:48:50Z-
dc.date.issued2002-
dc.identifier.issn0010-0757-
dc.identifier.urihttp://hdl.handle.net/2445/16906-
dc.description.abstractA global existence and uniqueness result of the solution for multidimensional, time dependent, stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H> is proved. It is shown, also, that the solution has finite moments. The result is based on a deterministic existence and uniqueness theorem whose proof uses a contraction principle and a priori estimates.eng
dc.format.extent27 p.-
dc.format.mimetypeapplication/pdf-
dc.language.isoengeng
dc.publisherUniversitat de Barcelonacat
dc.relation.isformatofReproducció del document publicat a: http://www.collectanea.ub.edu/index.php/Collectanea/article/view/4012/4915cat
dc.relation.ispartofCollectanea Mathematica, 2002, vol. 53, num. 1, p. 55-81cat
dc.rights(c) Universitat de Barcelona, 2002-
dc.sourceArticles publicats en revistes (Genètica, Microbiologia i Estadística)-
dc.subject.classificationEquacions diferencialscat
dc.subject.classificationAnàlisi estocàsticacat
dc.subject.classificationProcessos de moviment browniàcat
dc.subject.otherDifferential equationseng
dc.subject.otherStochastic analysiseng
dc.subject.otherBrownian motion processeseng
dc.titleDifferential equations driven by fractional Brownian motioneng
dc.typeinfo:eu-repo/semantics/article-
dc.typeinfo:eu-repo/semantics/publishedVersion-
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess-
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