English

Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in $(1/2,1)$

Analysis of PDEs 2017-05-05 v1

Abstract

This paper addresses the exponential stability of the trivial solution of some types of evolution equations driven by H\"older continuous functions with H\"older index greater than 1/21/2. The results can be applied to the case of equations whose noisy inputs are given by a fractional Brownian motion BHB^H with covariance operator QQ, provided that H(1/2,1)H\in (1/2,1) and tr(Q){\rm tr}(Q) is sufficiently small.

Keywords

Cite

@article{arxiv.1705.01573,
  title  = {Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in $(1/2,1)$},
  author = {Luu Hoang Duc and María J. Garrido-Atienza and Andreas Neuenkirch and Björn Schmalfuß},
  journal= {arXiv preprint arXiv:1705.01573},
  year   = {2017}
}

Comments

19 pages