Quer-Sardanyons, Lluís; Tindel, Samy - In: Stochastic Processes and their Applications 122 (2012) 2, pp. 466-497
In this article, a class of second-order differential equations on [0,1], driven by a γ-Hölder continuous function for any value of γ∈(0,1) and with multiplicative noise, is considered. We first show how to solve this equation in a pathwise manner, thanks to Young integration techniques. We...