Rough differential equations driven by TFBM with Hurst index $H\in (\frac{1}{4},\frac{1}{3})$

Lijuan Zhang, Jianhua Huang

We consider the rough differential equations driven by tempered fractional Brownian motion with Hurst index $H\in (\frac{1}{4},\frac{1}{3})$ and tempered parameter $\hat{I}»>0$. First,…