English

Setvalued dynamical systems for stochastic evolution equations driven by fractional noise

Dynamical Systems 2019-03-06 v1

Abstract

We consider Hilbert-valued evolution equations driven by H\"{o}lder paths with H\"{o}lder index greater than 1/2, which includes the case of fractional noises with Hurst parameters in (1/2,1). The assumptions of the drift term will not be enough to ensure the uniqueness of solutions. Nevertheless, adopting a multivalued setting, we will prove that the set of all solutions corresponding to the same initial condition generates a (multivalued) nonautonomous dynamical system Φ\Phi. Finally, to prove that Φ\Phi is measurable (and hence a (multivalued) random dynamical system), we need to construct a new metric dynamical system that models the noise with the property that the set space is separable

Keywords

Cite

@article{arxiv.1903.01702,
  title  = {Setvalued dynamical systems for stochastic evolution equations driven by fractional noise},
  author = {M. J. Garrido-Atienza and B. Schmalfuss and J. Valero},
  journal= {arXiv preprint arXiv:1903.01702},
  year   = {2019}
}

Comments

23 pages

R2 v1 2026-06-23T07:58:26.022Z