Evolution equations driven by a fractional Brownian motion

被引:157
作者
Maslowski, B
Nualart, D [1 ]
机构
[1] Acad Sci Czech Republ, Inst Math, CR-11567 Prague, Czech Republic
[2] Univ Barcelona, Fac Matemat, E-08007 Barcelona, Spain
关键词
D O I
10.1016/S0022-1236(02)00065-4
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper we study nonlinear stochastic evolution equations in a Hilbert space driven by a cylindrical fractional Brownian motion with Hurst parameter H > 1/2 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 > d/4. The proofs of our results combine techniques of fractional calculus with semigroup estimates. (C) 2002 Elsevier Inc. All rights reserved.
引用
收藏
页码:277 / 305
页数:29
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