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 . The results can be applied to the case of equations whose noisy inputs are given by a fractional Brownian motion with covariance operator , provided that and 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