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

Autor:	Garrido-Atienza, María J., Schmalfuss, Björn, Lu, Kening
Rok vydání:	2015
Předmět:	Mathematics - Dynamical Systems
Druh dokumentu:	Working Paper
Popis:	We consider the stochastic evolution equation $ du=Audt+G(u)d\omega,\quad u(0)=u_0 $ in a separable Hilbert--space $V$. Here $G$ is supposed to be three times Fr\'echet--differentiable and $\omega$ is a trace class fractional Brownian--motion with Hurst parameter $H\in (1/3,1/2]$. We prove the existence of a global solution where exceptional sets are independent of the initial state $u_0\in V$. In addition, we show that the above equation generates a random dynamical system. Comment: 29 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1502.05070 Zobrazit plný text záznamu View this record from Arxiv