A linear stochastic differential equation driven by a fractional   Brownian motion with Hurst parameter >1/2
  Given a fractional Brownian motion \,\,$(B_{t}^{H})_{t\geq 0}$,\, with Hurst parameter \,$> 1/2$\,\,we study the properties of all solutions of \,\,:   {equation} X_{t}=B_{t}^{H}+\int_0^t X_{u}d\mu(u), \;\; 0\leq t\leq 1{equation}   A different stochastic calculus is required for the process because it is not a semimartingale. 
Mamadou Abdoul Diop, Youssef Ouknine
math.PR