Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion (Q1956543)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion
scientific article

    Statements

    Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion (English)
    0 references
    0 references
    0 references
    22 September 2010
    0 references
    The authors study nonlinear stochastic partial differential equations (SPDEs) driven by a fractional Brownian motion (fBm) with the Hurst parameter bigger than 1/2. They prove that these SPDEs generate random dynamical systems (or stochastic flows) by using the stochastic calculus for an fBm where the stochastic integrals are defined by integrands given by fractional derivatives. In particular, they emphasize that the coefficients in front of the fractional noise are non-trivial. The obtained results can be applied to many concrete random dynamical systems generates from stochastic mathematical physics equations driven by a fractional Brownian motion.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic PDEs
    0 references
    fractional Brownian motion
    0 references
    random dynamical systems
    0 references
    0 references