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On the two-parameter fractional Brownian motion and Stieltjes integrals for Hölder functions

✍ Scribed by Constantin Tudor; Maria Tudor

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
238 KB
Volume
286
Category
Article
ISSN
0022-247X

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✦ Synopsis

We extend the Stieltjes integral to Hölder functions of two variables and prove an existence and uniqueness result for the corresponding deterministic ordinary differential equations and also for stochastic equations driven by a two-parameter fractional Brownian motion.

📜 SIMILAR VOLUMES

On the Rate of Convergence of Singular I
On the Rate of Convergence of Singular Integrals for Hölder Continuous Functions
✍ B. N. Mohapatra; R. S. Rodriguez 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 236 KB

Math. Nechr. 149 (1990) and (1.7) respectively, where the parameter 5 tends to 0. n W Z , 5 ) = ( 6 Z -l J I(% + 1) exp (-t2/5) d t , -JI Throughout the paper, we shall write (1.8) @A = I(% + 1) -2f(Z)'+ f ( Z -0 . 2.