Weak solutions for stochastic differential equations with additive fractional noise

Pedro J. Catuogno, Diego S. Ledesma

We give a new approach to prove the existence of a weak solution of \[dx_t = f(t,x_t)dt + g(t)dB^H_t\] where $B_t^H$ is a fractional Brownian motion with values in a separable Hilb…