# name
Differential equations driven by fractional Brownian motion

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A 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.

# metadata.dc.relation.ispartof[].value
Collectanea Mathematica, 2002, vol. 53, num. 1, p. 55-81

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Articles publicats en revistes (Genètica, Microbiologia i Estadística)

# metadata.dc.title[].value
Differential equations driven by fractional Brownian motion