2 papers
math.PR2009
Some differential systems driven by a fBm with Hurst parameter greater than 1/4
Samy Tindel, Iván Torrecilla
This note is devoted to show how to push forward the algebraic integration setting in order to treat differential systems driven by a noisy input with Hölder regularity greater tha…
math.PR2008
A fractional Poisson equation: existence, regularity and approximations
Marta Sanz-Solé, Iván Torrecilla
We consider a stochastic boundary value elliptic problem on a bounded domain , driven by a fractional Brownian field with Hurst parameter $H=(H_1,...,H_k)\in…