Title of article
Evolution equations driven by a fractional Brownian motion
Author/Authors
Bohdan Maslowski، نويسنده , , David Nualart، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
29
From page
277
To page
305
Abstract
In this paper we study nonlinear stochastic evolution equations in a Hilbert space driven by a cylindrical fractional Brownian motion with Hurst parameter H>12 and nuclear covariance operator. We establish the existence and uniqueness of a mild solution under some regularity and boundedness conditions on the coefficients and for some values of the parameter H. This result is applied to stochastic parabolic equation perturbed by a fractional white noise. In this case, if the coefficients are Lipschitz continuous and bounded the existence and uniqueness of a solution holds if H>d4. The proofs of our results combine techniques of fractional calculus with semigroup estimates.
Journal title
Journal of Functional Analysis
Serial Year
2003
Journal title
Journal of Functional Analysis
Record number
761634
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