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.
✦ LIBER ✦
Stieltjes Integrals of Hölder Continuous Functions with Applications to Fractional Brownian Motion
✍ Scribed by A. A. Ruzmaikina
- Book ID
- 110375904
- Publisher
- Springer
- Year
- 2000
- Tongue
- English
- Weight
- 167 KB
- Volume
- 100
- Category
- Article
- ISSN
- 0022-4715
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