BIRS Workshop Lecture Videos

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BIRS Workshop Lecture Videos

Semilinear fractional differential equations driven by a fractional Brownian motion with H>2/3. Leon, Jorge A.


In this talk, we use the techniques of fractional calculus and the fix-point theorem to show that a semilinear fractional differential equation driven by a gamma-Holder continuous noise, gamma>2/3, has a unique solution. The initial condition could be not defined at zero and the involve integral is in the Young sense.

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