Stochastic evolution equations driven by a Liouville fractional Brownian motion
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Publication:2897342
Abstract: Let H be a Hilbert space and E a Banach space. We set up a theory of stochastic integration of L(H,E)-valued functions with respect to H-cylindrical Liouville fractional Brownian motions (fBm) with arbitrary Hurst parameter in the interval (0,1). For Hurst parameters in (0,1/2) we show that a function F:(0,T) o L(H,E) is stochastically integrable with respect to an H-cylindrical Liouville fBm if and only if it is stochastically integrable with respect to an H-cylindrical fBm with the same Hurst parameter. As an application we show that second-order parabolic SPDEs on bounded domains in mathbb{R}^d, driven by space-time noise which is white in space and Liouville fractional in time with Hurst parameter in (d/4,1) admit mild solution which are H"older continuous both and space.
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