×

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.

MSC:

60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60G22 Fractional processes, including fractional Brownian motion
PDFBibTeX XMLCite
Full Text: DOI arXiv