English

Random dynamical systems for stochastic evolution equations driven by multiplicative fractional Brownian noise with Hurst parameters $H\in (1/3,1/2]$

Dynamical Systems 2016-08-07 v1

Abstract

We consider the stochastic evolution equation du=Audt+G(u)dω,u(0)=u0 du=Audt+G(u)d\omega,\quad u(0)=u_0 in a separable Hilbert--space VV. Here GG is supposed to be three times Fr\'echet--differentiable and ω\omega is a trace class fractional Brownian--motion with Hurst parameter H(1/3,1/2]H\in (1/3,1/2]. We prove the existence of a global solution where exceptional sets are independent of the initial state u0Vu_0\in V. In addition, we show that the above equation generates a random dynamical system.

Keywords

Cite

@article{arxiv.1502.05070,
  title  = {Random dynamical systems for stochastic evolution equations driven by multiplicative fractional Brownian noise with Hurst parameters $H\in (1/3,1/2]$},
  author = {María J. Garrido-Atienza and Björn Schmalfuss and Kening Lu},
  journal= {arXiv preprint arXiv:1502.05070},
  year   = {2016}
}

Comments

29 pages