A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter >1/2

Mamadou Abdoul Diop, Youssef Ouknine

Given a fractional Brownian motion \,\,$(B_t^H{)}_{t\ge 0}$,\, with Hurst parameter \,$>1/2$\,\,we study the properties of all solutions of \,\,: {equation} X_{t}=B_{t}^{H}+\in…