Random dynamical systems for stochastic evolution equations driven by multiplicative fractional Brownian noise with Hurst parameters H∈(1/3,1/2]

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.