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Differential equations driven by Hölder continuous functions of order greater than 1/2

Yaozhong Hu David Nualart

math.PRarXiv:math/0601628

Abstract

We derive estimates for the solutions to differential equations driven by a Hölder continuous function of order β>1/2. As an application we deduce the existence of moments for the solutions to stochastic partial differential equations driven by a fractional Brownian motion with Hurst parameter H>1/2.

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