Setvalued dynamical systems for stochastic evolution equations driven by fractional noise

DOI10.1007/S10884-019-09811-9zbMATH Open1493.37065OpenAlexW2992345436MaRDI QIDQ2116439FDOQ2116439

Authors María J. Garrido-Atienza, Björn Schmalfuss, J. Valero

Publication date 17 March 2022

Published in Journal of Dynamics and Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.01702

zbMATH Keywords

fractional Brownian motionfractional derivativesmultivalued random dynamical systems

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Topological dynamics of nonautonomous systems (37B55) Generation, random and stochastic difference and differential equations (37H10) Random iteration (37H12)

Abstract: We consider Hilbert-valued evolution equations driven by H"{o}lder paths with H"{o}lder index greater than 1/2, which includes the case of fractional noises with Hurst parameters in (1/2,1). The assumptions of the drift term will not be enough to ensure the uniqueness of solutions. Nevertheless, adopting a multivalued setting, we will prove that the set of all solutions corresponding to the same initial condition generates a (multivalued) nonautonomous dynamical system $Phi$. Finally, to prove that $Phi$ is measurable (and hence a (multivalued) random dynamical system), we need to construct a new metric dynamical system that models the noise with the property that the set space is separable

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Cited in

(8)

• Upper semicontinuity of random attractors for random differential equations with nonlinear diffusion terms. I: Finite-dimensional case
• Random attractors for setvalued dynamical systems for stochastic evolution equations driven by a nontrivial fractional noise
• Existence of smooth stable manifolds for a class of parabolic SPDEs with fractional noise
• Multi-valued perturbations on stochastic evolution equations driven by fractional Brownian motions
• Existence and asymptotic behavior of square-mean \(S \)-asymptotically periodic solutions of fractional stochastic evolution equations
• Almost sure averaging for evolution equations driven by fractional Brownian motions
• Set-valued system of fractional differential equations with hysteresis
• Rough path theory to approximate random dynamical systems

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