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arxiv: 1705.01573 · v1 · pith:S52ZA7CFnew · submitted 2017-05-03 · 🧮 math.AP

Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in (1/2,1)

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keywords equationsbrowniandrivenevolutionexponentialfractionalmotionolder
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This paper addresses the exponential stability of the trivial solution of some types of evolution equations driven by H\"older 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 $B^H$ with covariance operator $Q$, provided that $H\in (1/2,1)$ and ${\rm tr}(Q)$ is sufficiently small.

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