Random Dynamical Systems for Stochastic Evolution Equations Driven by Multiplicative Fractional Brownian Noise with Hurst Parameters H ∈ (1/3, 1/2]

@article{GarridoAtienza2016RandomDS,
  title={Random Dynamical Systems for Stochastic Evolution Equations Driven by Multiplicative Fractional Brownian Noise with Hurst Parameters H ∈ (1/3, 1/2]},
  author={Mar{\'i}a J. Garrido-Atienza and Kening Lu and Bj{\"o}rn Schmalfu\ss},
  journal={SIAM J. Applied Dynamical Systems},
  year={2016},
  volume={15},
  pages={625-654}
}
We consider the stochastic evolution equation du = Audt + G(u)dω, u(0) = u0 in a separable Hilbert space V . Here G is supposed to be three times Fréchet-differentiable and ω is a trace class fractional Brownian motion with Hurst parameter H ∈ (1/3, 1/2]. We prove the existence of a unique pathwise global solution, and, since the considered stochastic… CONTINUE READING