کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
839944 1470503 2014 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Retarded evolution systems driven by fractional Brownian motion with Hurst parameter H>1/2H>1/2
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی (عمومی)
پیش نمایش صفحه اول مقاله
Retarded evolution systems driven by fractional Brownian motion with Hurst parameter H>1/2H>1/2
چکیده انگلیسی

This paper is devoted to the study of pathwise solutions of delayed evolution systems driven by a Hilbert-valued Hölder-continuous function with Hölder index greater than 1/21/2. In the first part, we shall obtain the existence and uniqueness of a mild solution for such a system, which turns out to define a non-autonomous dynamical system. In the second part, we consider retarded stochastic systems driven by a Hilbert-valued fractional Brownian motion with Hurst parameter bigger than 1/21/2 and show that the corresponding mild solutions generate a random dynamical system, provided that the canonical version of the fractional Brownian motion is chosen as the metric dynamical system.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Nonlinear Analysis: Theory, Methods & Applications - Volume 97, March 2014, Pages 15–29
نویسندگان
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