Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than \(1/2\) and random dynamical systems (Q379692): Difference between revisions

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Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than \(1/2\) and random dynamical systems
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    Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than \(1/2\) and random dynamical systems (English)
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    11 November 2013
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    Integrals with respect to \(\mathrm{d}\omega\) can be interpreted by Zähles approach using fractional derivatives. However, the authors state that in this case the phase space taken is not as natural as the space of Hölder continuous functions with appropriate Hölder exponents and values in a Hilbert space \(V\). Therefore, a definition of integrals with respect to \(\mathrm{d}\omega\) and to a phase space given by a generalization of the Hölder continuous functions is firstly introduced. Then, an evolution equation driven by a Hölder continuous path with Hölder exponent greater than \(1/2\) is interpreted in the mild sense. The existence of solution is presented in the space of Hölder continuous functions with appropriate exponents since the semigroup is not Hölder continuous at zero in \(V\). After proving the existence and uniqueness of the solution, the authors show that the solution generates a non-autonomous dynamical system which leads to a metric dynamical system by adding a measurable structure. In fact, the \(V\)-valued fractional Brownian motion with Hurst parameter greater than \(1/2\) is used as the driving process. Hence, after establishing the existence and uniqueness of solution with respect to the newly introduced driving process, it is shown that this solution generates a random dynamical system with respect to the established metric dynamical system.
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    stochastic PDEs
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    fractional Brownian motion
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    pathwise solutions
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    random dynamical systems
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