Evolutionary equations driven by fractional Brownian motion (Q378032)

The authors treat stochastic parabolic evolutionary equations driven by fractional Brownian motion of the type \[ u + A(k_1*u) = \sum_{k=1}^{\infty} \int_0^t k_2(t-s) g^k(s,\omega,x) \delta \beta^{k}_s. \] Here, \(\{ \beta^{k}_s \}_{k=1}^{\infty}\) is a family of i.i.d. fractional Brownian motions, all of the same Hurst index \(H \in (\frac{1}{2},1)\) and the integrals on the right are Skorohod integrals. Here, contrary to the approach by \textit{R. M. Balan} [ESAIM, Probab. Stat. 15, 110--138 (2011; Zbl 1263.60054)], the authors do not construct solution spaces in the manner of \textit{N. V. Krylov} [Math. Surv. Monogr. 64, 185--242 (1999; Zbl 0933.60073)]. Instead, they first approximate the infinite series by a finite sum, then they use the resolvent approach to construct an approximation solution, next they estimate this solution to obtain a priori bounds, independent of \(N\), and finally, let \(N \to \infty\).