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
Link To Document :
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