dc.creator | Garrido Atienza, María José | es |
dc.creator | Lu, Kening | es |
dc.creator | Schmalfuss, Björn | es |
dc.date.accessioned | 2016-07-06T11:08:48Z | |
dc.date.available | 2016-07-06T11:08:48Z | |
dc.date.issued | 2016 | |
dc.identifier.citation | Garrido Atienza, M.J., Lu, K. y Schmalfuss, B. (2016). Random dynamical systems for stochastic evolution equations driven by multiplicative fractional Brownian noise with Hurst parameters H∈(1/3,1/2]. SIAM Journal on Applied Dynamical Systems, 15 (1), 625-654. | |
dc.identifier.issn | 1536-0040 | es |
dc.identifier.uri | http://hdl.handle.net/11441/43246 | |
dc.description.abstract | We consider the stochastic evolution equation du = Audt + G(u)dω, u(0) = u0 in a separable Hilbert space V . Here G is supposed to be three times Fr´echet-differentiable and ω is a trace class fractional Brownian motion with Hurst parameter H ∈ (1/3, 1/2]. We prove the existence of a unique
pathwise global solution, and, since the considered stochastic integral does not produce exceptional sets, we are able to show that the above equation generates a random dynamical system. | 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 | Society for Industrial and Applied Mathematics | es |
dc.relation.ispartof | SIAM Journal on Applied Dynamical Systems, 15 (1), 625-654. | |
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 | Random dynamical systems for stochastic evolution equations driven by multiplicative fractional Brownian noise 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/publishedVersion | 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 | MTM2011-22411 | es |
dc.relation.projectID | NSF0909400 | es |
dc.identifier.doi | 10.1137/15M1030303 | es |
dc.contributor.group | Universidad de Sevilla. FQM314: Análisis Estocástico de Sistemas Diferenciales | es |
idus.format.extent | 30 p. | es |
dc.journaltitle | SIAM Journal on Applied Dynamical Systems | es |
dc.publication.volumen | 15 | es |
dc.publication.issue | 1 | es |
dc.publication.initialPage | 625 | es |
dc.publication.endPage | 654 | es |
dc.identifier.idus | https://idus.us.es/xmlui/handle/11441/43246 | |
dc.contributor.funder | European Commission (EC). Fondo Europeo de Desarrollo Regional (FEDER) | |
dc.contributor.funder | National Science Foundation (NSF). United States | |