Variational Solutions and Random Dynamical Systems to SPDEs Perturbed by Fractional Gaussian Noise

This paper deals with the following type of stochastic partial differential equations (SPDEs) perturbed by an infinite dimensional fractional Brownian motion with a suitable volatility coefficient Φ: dX(t)=A(X(t))dt+Φ(t)dBH(t), where A is a nonlinear operator satisfying some monotonicity conditions....

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Bibliographic Details
Main Authors: Caibin Zeng, Qigui Yang, Junfei Cao
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:The Scientific World Journal
Online Access:http://dx.doi.org/10.1155/2014/601327
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