Stochastic Lattice Dynamical Systems with Fractional Noise

DOI10.1137/16M1085504zbMATH Open1368.60065arXiv1609.02543MaRDI QIDQ5737795FDOQ5737795

María J. Garrido-Atienza, Hakima Bessaih, Björn Schmalfuss, Xiaoying Han

Publication date: 30 May 2017

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Abstract: This article is devoted to study stochastic lattice dynamical systems driven by a fractional Brownian motion with Hurst parameter $Hin(1/2,1)$. First of all, we investigate the existence and uniqueness of pathwise mild solutions to such systems by the Young integration setting and prove that the solution generates a random dynamical system. Further, we analyze the exponential stability of the trivial solution.

Full work available at URL: https://arxiv.org/abs/1609.02543

zbMATH Keywords

exponential stabilitypathwise solutionsstochastic lattice equationsHilbert-valued fractional Brownian motion

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Stability problems for infinite-dimensional Hamiltonian and Lagrangian systems (37K45) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

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