The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional brownian motion

dc.creator	Caraballo Garrido, Tomás	es
dc.creator	Garrido Atienza, María José
dc.creator	Taniguchi, Takeshi
dc.date.accessioned	2015-04-08T10:27:14Z
dc.date.available	2015-04-08T10:27:14Z
dc.date.issued	2011	es
dc.identifier.issn	0165-0114	es
dc.identifier.uri	http://hdl.handle.net/11441/23722
dc.description.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) + 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.
dc.format	application/pdf	es
dc.language.iso	eng	es
dc.relation.ispartof	Nonlinear Analysis, 74 3671-3684	es
dc.rights	Atribución-NoComercial-SinDerivadas 4.0 España	es
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0	es
dc.subject	Delay stochastic PDEs
dc.subject	Fractional Brownian motion
dc.subject	Exponential decay in mean square
dc.title	The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional brownian motion	es
dc.type	info:eu-repo/semantics/article	es
dc.rights.accessrights	info:eu-repo/semantics/openAccess	es
dc.contributor.affiliation	Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico	es
dc.identifier.doi	http://dx.doi.org/10.1016/j.na.2011.02.047	es
dc.identifier.idus	https://idus.us.es/xmlui/handle/11441/23722

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