Article
The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional brownian motion
Author/s | Caraballo Garrido, Tomás
![]() ![]() ![]() ![]() ![]() ![]() ![]() Garrido Atienza, María José Taniguchi, Takeshi |
Department | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico |
Date | 2011 |
Published in |
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Abstract | In this paper we investigate the existence, uniqueness and exponential asymptotic behavior of mild solutions to stochastic delay evolution equations perturbed by a fractional Brownian motion BH
Q (t):
dX(t) = (AX(t) + ... In this paper we investigate the existence, uniqueness and exponential asymptotic behavior of mild solutions to stochastic delay evolution equations perturbed by a fractional Brownian motion BH Q (t): dX(t) = (AX(t) + f(t;Xt))dt + g(t)dBH Q (t); with Hurst parameter H 2 (1=2; 1). We also consider the existence of weak solutions. |
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