Stochastic affine evolution equations with multiplicative fractional noise. (English) Zbl 1458.60074

Summary: A stochastic affine evolution equation with bilinear noise term is studied, where the driving process is a real-valued fractional Brownian motion with Hurst parameter greater than \(1/2\). Stochastic integration is understood in the Skorokhod sense. The existence and uniqueness of weak solution is proved and some results on the large time dynamics are obtained.


60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60G22 Fractional processes, including fractional Brownian motion
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