The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion

被引：251

作者：

Caraballo, T. ^{[1
]}

Garrido-Atienza, M. J. ^{[1
]}

Taniguchi, T. ^{[2
]}

机构：

[1] Univ Seville, Dpto Ecuac Diferenciales & Anal Numer, E-41080 Seville, Spain

[2] Kurume Univ, Grad Sch Comparat Culture, Div Math Sci, Fukuoka 8398502, Japan

来源：

NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS | 2011年 / 74卷 / 11期

基金：

日本学术振兴会;

关键词：

Delay stochastic PDEs; Fractional Brownian motion; Exponential decay in mean square; DRIVEN;

D O I：

10.1016/j.na.2011.02.047

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we investigate the existence, uniqueness and exponential asymptotic behavior of mild solutions to stochastic delay evolution equations perturbed by a fractional Brownian motion B-Q(H)(t): dX(t) = (AX(t) + f (t, X-t))dt + g(t)dB(Q)(H)(t), with Hurst parameter H is an element of (1/2, 1). We also consider the existence of weak solutions. (C) 2011 Elsevier Ltd. All rights reserved.

引用

页码：3671 / 3684

页数：14

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