Abstract functional stochastic evolution equations driven by fractional Brownian motion (Q1724301)
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English | Abstract functional stochastic evolution equations driven by fractional Brownian motion |
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Abstract functional stochastic evolution equations driven by fractional Brownian motion (English)
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14 February 2019
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Summary: We investigate a class of abstract functional stochastic evolution equations driven by a fractional Brownian motion in a real separable Hilbert space. Global existence results concerning mild solutions are formulated under various growth and compactness conditions. Continuous dependence estimates and convergence results are also established. Analysis of three stochastic partial differential equations, including a second-order stochastic evolution equation arising in the modeling of wave phenomena and a nonlinear diffusion equation, is provided to illustrate the applicability of the general theory.
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stochastic evolution equations
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fractional Brownian motion
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