English

Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters $H\in (1/3,1/2]$

Analysis of PDEs 2016-08-10 v1

Abstract

In this article we are concerned with the study of the existence and uniqueness of pathwise mild solutions to evolutions equations driven by a H\"older continuous function with H\"older exponent in (1/3,1/2)(1/3,1/2). Our stochastic integral is a generalization of the well-known Young integral. To be more precise, the integral is defined by using a fractional integration by parts formula and it involves a tensor for which we need to formulate a new equation. From this it turns out that we have to solve a system consisting in a path and an area equations. In this paper we prove the existence of a unique local solution of the system of equations. The results can be applied to stochastic evolution equations with a non-linear diffusion coefficient driven by a fractional Brownian motion with Hurst parameter in (1/3,1/2](1/3,1/2], which is particular includes white noise.

Keywords

Cite

@article{arxiv.1411.5237,
  title  = {Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters $H\in (1/3,1/2]$},
  author = {María J. Garrido-Atienza and Kening Lu and Björn Schmalfuss},
  journal= {arXiv preprint arXiv:1411.5237},
  year   = {2016}
}

Comments

30 pages. arXiv admin note: text overlap with arXiv:1205.6735