Pathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficients (Q476460)
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English | Pathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficients |
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Pathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficients (English)
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2 December 2014
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In this paper, the authors study the long-time dynamics of mild solutions to retarded stochastic evolution systems driven by a Hilbert-valued Brownian motion. For this purpose, they begin by showing the existence and uniqueness of a cocycle solution of such an equation. They do not assume that the noise is given in additive form or that it is a very simple multiplicative noise. However, they need some smoothing property for the coefficient in front of the noise. The main idea of this paper consists in expressing the stochastic integral in terms of non-stochastic integrals and the noisy path by using integration by parts. This latter term causes that at first, only a local mild solution can be obtained, since in order to apply the Banach fixed point theorem it is crucial to have the Hölder norm of the noisy path to be sufficiently small. Subsequently, by using appropriate stopping times, they derive the existence and uniqueness of a global mild solution. Furthermore, the asymptotic behavior is investigated by using the theory of random dynamical systems. In particular, they show that the global mild solution generates a random dynamical system that, under an appropriate smallness condition for the time lag, has an associated random attractor.
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stochastic PDEs
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Hilbert-valued Brownian motion
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pathwise solutions
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random attractors
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