4.5 Article

Random Dynamical Systems for Stochastic Evolution Equations Driven by Multiplicative Fractional Brownian Noise with Hurst Parameters H ∈ (1/3;1/2]

Journal

SIAM JOURNAL ON APPLIED DYNAMICAL SYSTEMS
Volume 15, Issue 1, Pages 625-654

Publisher

SIAM PUBLICATIONS
DOI: 10.1137/15M1030303

Keywords

stochastic PDEs; Hilbert-valued fractional Brownian motion; pathwise solutions

Funding

  1. FEDER [MTM2011-22411]
  2. [NSF0909400]

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We consider the stochastic evolution equation du = Audt + G(u)dw, u(0) = u(0) in a separable Hilbert space V. Here G is supposed to be three times Frechet-differentiable and w is a trace class fractional Brownian motion with Hurst parameter H is an element of (1/3, 1/2]. We prove the existence of a unique pathwise global solution, and, since the considered stochastic integral does not produce exceptional sets, we are able to show that the above equation generates a random dynamical system.

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