Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5130036 | Stochastic Processes and their Applications | 2017 | 26 Pages |
Abstract
In this note we give several methods to construct nontrivial solutions to the equation dyt=Ï(yt)dxt, where x is a γ-Hölder Rd-valued signal with γâ(1/2,1) and Ï is a function behaving like a power function |ξ|κ, with κâ(0,1). In this situation, classical Young integration techniques allow to get existence and uniqueness results whenever γ(κ+1)>1, while we focus on cases where γ(κ+1)â¤1. Our analysis then relies on Zähle's extension (Zähle, 1998) of Young's integral allowing to cover the situation at hand.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Jorge A. León, David Nualart, Samy Tindel,