Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than \(1/2\) and random dynamical systems
DOI10.3934/dcds.2014.34.79zbMath1321.37076arXiv1305.6903OpenAlexW2329620777MaRDI QIDQ379692
María J. Garrido-Atienza, Björn Schmalfuss, Yong Chen, Hong-Jun Gao
Publication date: 11 November 2013
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.6903
Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) General theory of random and stochastic dynamical systems (37H05) Infinite-dimensional random dynamical systems; stochastic equations (37L55)
Related Items (47)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters \(H\in (1/3,1/2\)]
- Ergodicity of the infinite dimensional fractional Brownian motion
- Young integrals and SPDEs
- Convex analysis and measurable multifunctions
- Integration with respect to fractal functions and stochastic calculus. I
- A parabolic stochastic differential equation with fractional Brownian motion input
- Evolution equations driven by a fractional Brownian motion
- Stochastic evolution equations with fractional Brownian motion
- Differential equations driven by fractional Brownian motion
- Compensated fractional derivatives and stochastic evolution equations
- Asymptotic behaviour of a stochastic semilinear dissipative functional equation without uniqueness of solutions
- Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion
- Random Dynamical Systems for Stochastic Evolution Equations Driven by Multiplicative Fractional Brownian Noise with Hurst Parameters $H{\in} (1/3,1/2$]
- RANDOM ATTRACTORS FOR STOCHASTIC EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION
- Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion
- Multidimensional Stochastic Processes as Rough Paths
- System Control and Rough Paths
This page was built for publication: Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than \(1/2\) and random dynamical systems