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
收藏
页码：3671 / 3684
页数：14
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