dc.creator | Garrido Atienza, María José | es |
dc.creator | Lu, Kening | es |
dc.creator | Schmalfuss, Björn | es |
dc.date.accessioned | 2016-09-12T09:42:54Z | |
dc.date.available | 2016-09-12T09:42:54Z | |
dc.date.issued | 2015-10 | |
dc.identifier.citation | Garrido 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.issn | 1531-3492 | es |
dc.identifier.issn | 1553-524X | es |
dc.identifier.uri | http://hdl.handle.net/11441/44899 | |
dc.description.abstract | In 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.sponsorship | Ministerio de Economía y Competitividad | es |
dc.description.sponsorship | Fondo Europeo de Desarrollo Regional | es |
dc.description.sponsorship | National Science Foundation | es |
dc.format | application/pdf | es |
dc.language.iso | eng | es |
dc.publisher | American Institute of Mathematical Sciences | es |
dc.relation.ispartof | Discrete and Continuous Dynamical Systems - Series B, 20 (8), 2553-2581. | |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Stochastic PDEs | es |
dc.subject | Hilbert-valued fractional Brownian motion | es |
dc.subject | Pathwise solutions | es |
dc.title | Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters H ∈ (1/3, 1/2] | es |
dc.type | info:eu-repo/semantics/article | es |
dcterms.identifier | https://ror.org/03yxnpp24 | |
dc.type.version | info:eu-repo/semantics/submittedVersion | 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.relation.projectID | info:eu-repo/grantAgreement/MINECO/MTM2011-22411 | es |
dc.relation.projectID | NSF0909400 | es |
dc.relation.publisherversion | https://aimsciences.org/journals/pdfs.jsp?paperID=11546&mode=full | es |
dc.identifier.doi | 10.3934/dcdsb.2015.20.2553 | es |
dc.contributor.group | Universidad de Sevilla. FQM314: Análisis Estocástico de Sistemas Diferenciales | es |
idus.format.extent | 30 p. | es |
dc.journaltitle | Discrete and Continuous Dynamical Systems - Series B | es |
dc.publication.volumen | 20 | es |
dc.publication.issue | 8 | es |
dc.publication.initialPage | 2553 | es |
dc.publication.endPage | 2581 | es |
dc.identifier.idus | https://idus.us.es/xmlui/handle/11441/44899 | |