Abstract

We present a new approach to prove the existence of a weak solution for the equation dxt=f(t,xt)dt+g(t)dBtHwhere BtH is a fractional Brownian motion taking values in a separable Hilbert space, and f and g are suitable functions. Our idea involves using the implicit function theorem and the scaling property of the fractional Brownian motion to obtain a weak solution for the equation.

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