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arxiv: 1502.05070 · v1 · pith:R27BEELQnew · submitted 2015-02-17 · 🧮 math.DS

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

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keywords dynamicalequationevolutionfractionalhurstomegarandomstochastic
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We consider the stochastic evolution equation $ du=Audt+G(u)d\omega,\quad u(0)=u_0 $ in a separable Hilbert--space $V$. Here $G$ is supposed to be three times Fr\'echet--differentiable and $\omega$ is a trace class fractional Brownian--motion with Hurst parameter $H\in (1/3,1/2]$. We prove the existence of a global solution where exceptional sets are independent of the initial state $u_0\in V$. In addition, we show that the above equation generates a random dynamical system.

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