Article
On fractional Brownian motions and random dynamical systems
Author/s | Garrido Atienza, María José
Schmalfuss, Björn |
Department | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico |
Publication Date | 2010-06 |
Deposit Date | 2016-06-13 |
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Abstract | In this paper we consider a class of nonlinear stochastic partial differential equations (SPDEs) driven by a fractional Brownian motion with the Hurst parameter bigger than 1/2. We show that these SPDEs generate random dynamical systems. |
Citation | Garrido Atienza, M.J. y Schmalfuss, B. (2010). On fractional Brownian motions and random dynamical systems. Boletín de la Sociedad Española de Matemática Aplicada, 51, 71-78. |
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