• 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