Weak Existence of a Solution to a Differential Equation Driven by a Very Rough fBm

**Keywords.**
Stochastic differential equations; rough paths; fractional Brownian motion;
fractional Laplacian; the stochastic heat equation.

**
AMS Classification (2000)** 60H10; 60G22; 34F05.

**Support**. Research supported in part by NSF grant DMS-1307470.

**Pre/E-Prints.** This paper is available in

Davar Khoshnevisan Dept. Mathematics Univ. of Utah 155 S, 1400 E JWB 233 Salt Lake City, UT 84112-0090 davar@math.utah.edu |
Jason Swanson Dept. Mathematics Univ. of Central Florida Orlando, FL 32816-1364 jason@swansonsite.com |
Yimin Xiao Dept. Statistics & Probability Michigan State Univ. East Lansing, MI 48824-3416 xiao@stt.msu.edu |
Liang Zhang Dept. Statistics & Probability Michigan State Univ. East Lansing, MI 48824-3416 lzhang81@stt.msu.edu |

Last Update: September 30, 2013 | |||

© 2013 - D. Khoshnevisan, J. Swanson, Y. Xiao, and L. Zhang |