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 in a separable Hilbert--space . Here is supposed to be three times Fr\'echet--differentiable and is a trace class fractional Brownian--motion with Hurst parameter . We prove the existence of a global solution where exceptional sets are independent of the initial state . 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