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dc.creatorGarrido Atienza, María Josées
dc.creatorLu, Keninges
dc.creatorSchmalfuss, Björnes
dc.date.accessioned2016-09-12T09:42:54Z
dc.date.available2016-09-12T09:42:54Z
dc.date.issued2015-10
dc.identifier.citationGarrido Atienza, M.J., Lu, K. y Schmalfuss, B. (2015). Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters H ∈ (1/3, 1/2]. Discrete and Continuous Dynamical Systems - Series B, 20 (8), 2553-2581.
dc.identifier.issn1531-3492es
dc.identifier.issn1553-524Xes
dc.identifier.urihttp://hdl.handle.net/11441/44899
dc.description.abstractIn this article we are concerned with the study of the existence and uniqueness of pathwise mild solutions to evolutions equations driven by a H¨older continuous function with H¨older exponent in (1/3, 1/2). Our stochastic integral is a generalization of the well-known Young integral. To be more precise, the integral is defined by using a fractional integration by parts formula and it involves a tensor for which we need to formulate a new equation. From this it turns out that we have to solve a system consisting in a path and an area equations. In this paper we prove the existence of a unique local solution of the system of equations. The results can be applied to stochastic evolution equations with a non-linear diffusion coefficient driven by a fractional Brownian motion with Hurst parameter in (1/3, 1/2], which is particular includes white noise.es
dc.description.sponsorshipMinisterio de Economía y Competitividades
dc.description.sponsorshipFondo Europeo de Desarrollo Regionales
dc.description.sponsorshipNational Science Foundationes
dc.formatapplication/pdfes
dc.language.isoenges
dc.publisherAmerican Institute of Mathematical Scienceses
dc.relation.ispartofDiscrete and Continuous Dynamical Systems - Series B, 20 (8), 2553-2581.
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectStochastic PDEses
dc.subjectHilbert-valued fractional Brownian motiones
dc.subjectPathwise solutionses
dc.titleLocal pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters H ∈ (1/3, 1/2]es
dc.typeinfo:eu-repo/semantics/articlees
dcterms.identifierhttps://ror.org/03yxnpp24
dc.type.versioninfo:eu-repo/semantics/submittedVersiones
dc.rights.accessRightsinfo:eu-repo/semantics/openAccesses
dc.contributor.affiliationUniversidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numéricoes
dc.relation.projectIDinfo:eu-repo/grantAgreement/MINECO/MTM2011-22411es
dc.relation.projectIDNSF0909400es
dc.relation.publisherversionhttps://aimsciences.org/journals/pdfs.jsp?paperID=11546&mode=fulles
dc.identifier.doi10.3934/dcdsb.2015.20.2553es
dc.contributor.groupUniversidad de Sevilla. FQM314: Análisis Estocástico de Sistemas Diferencialeses
idus.format.extent30 p.es
dc.journaltitleDiscrete and Continuous Dynamical Systems - Series Bes
dc.publication.volumen20es
dc.publication.issue8es
dc.publication.initialPage2553es
dc.publication.endPage2581es
dc.identifier.idushttps://idus.us.es/xmlui/handle/11441/44899

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