Artículo
Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in (1/2,1)
Autor/es | Duc, Luu Hoang
Garrido Atienza, María José Neuenkirch, Andreas Schmalfuss, Björn |
Departamento | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico |
Fecha de publicación | 2018-01-15 |
Fecha de depósito | 2018-05-16 |
Publicado en |
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Resumen | This paper addresses the exponential stability of the trivial solution of some types of evolution equations driven by Hölder continuous functions with H¨older index greater than 1/2. The results can be applied to the case ... This paper addresses the exponential stability of the trivial solution of some types of evolution equations driven by Hölder continuous functions with H¨older index greater than 1/2. The results can be applied to the case of equations whose noisy inputs are given by a fractional Brownian motion BH with covariance operator Q, provided that H ∈ (1/2, 1) and tr(Q) is sufficiently small. |
Cita | Duc, L.H., Garrido Atienza, M.J., Neuenkirch, A. y Schmalfuss, B. (2018). Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in (1/2,1). Journal of Differential Equations, 264 (2), 1119-1145. |
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