Random attractors for stochastic evolution equations driven by fractional brownian motion

The main goal of this article is to prove the existence of a random attractor for a stochastic evolution equation driven by a fractional Brownian motion with Hurst parameter H ∈ (1/2, 1). We would like to emphasize that we do not use the usual cohomology method, consisting of transforming the stocha...

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Detalles Bibliográficos
Autores: Gao, Hongjun, Garrido Atienza, María José, Schmalfuss, Björn
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2014
País:España
Institución:Universidad de Sevilla (US)
Repositorio:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/42198
Acceso en línea:http://hdl.handle.net/11441/42198
https://doi.org/10.1137/130930662
Access Level:acceso abierto
Palabra clave:fractional derivatives
pathwise mild solutions
nonautonomous and random dynamical systems
fractional Brownian motion
pullback and random attractors
Descripción
Sumario:The main goal of this article is to prove the existence of a random attractor for a stochastic evolution equation driven by a fractional Brownian motion with Hurst parameter H ∈ (1/2, 1). We would like to emphasize that we do not use the usual cohomology method, consisting of transforming the stochastic equation into a random one, but we deal directly with the stochastic equation. In particular, in order to get adequate a priori estimates of the solution needed for the existence of an absorbing ball, we will introduce stopping times to control the size of the noise. In the first part of this article we shall obtain the existence of a pullback attractor for the nonautonomous dynamical system generated by the pathwise mild solution of an nonlinear infinitedimensional evolution equation with a nontrivial Hölder continuous driving function. In the second part, we shall consider the random setup: stochastic equations having as a driving process a fractional Brownian motion with H ∈ (1/2, 1). Under a smallness condition for that noise we will show the existence and uniqueness of a random attractor for the stochastic evolution equation.