Random dynamical systems for stochastic evolution equations driven by multiplicative fractional Brownian noise with Hurst parameters H(1/3,1/2]

DOI10.1137/15M1030303zbMATH Open1336.60103arXiv1502.05070MaRDI QIDQ2808169FDOQ2808169

María J. Garrido-Atienza, Björn Schmalfuss, Kening Lu

Publication date: 20 May 2016

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Abstract: We consider the stochastic evolution equation $du=Audt+G(u)domega,quadu(0)=u_0$ in a separable Hilbert--space $V$. Here $G$ is supposed to be three times Fr'echet--differentiable and $omega$ is a trace class fractional Brownian--motion with Hurst parameter $Hin(1/3,1/2]$. We prove the existence of a global solution where exceptional sets are independent of the initial state $u_{0}inV$. In addition, we show that the above equation generates a random dynamical system.

Full work available at URL: https://arxiv.org/abs/1502.05070

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zbMATH Keywords

stochastic PDEspathwise solutionsHilbert-valued fractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Stochastic integrals (60H05) Integrals of Riemann, Stieltjes and Lebesgue type (26A42)

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• Singular limit of mean-square invariant unstable manifolds for SPDEs driven by nonlinear multiplicative white noise in varying phase spaces
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• Random attractors for rough stochastic partial differential equations
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• Invariant manifolds and foliations for random differential equations driven by colored noise
• Dynamics of stochastic Ginzburg–Landau equations driven by nonlinear noise
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• Uniform attractors for a class of stochastic evolution equations with multiplicative fractional noise
• Wong–Zakai approximations and limiting dynamics of stochastic Ginzburg–Landau equations
• Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than \(1/2\) and random dynamical systems
• Unstable manifolds for rough evolution equations
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• Bilinear equations in Hilbert space driven by paths of low regularity
• Wong-Zakai approximations and attractors for stochastic wave equations driven by additive noise
• Weak pullback mean random attractors for non-autonomous \(p\)-Laplacian equations
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