Random dynamical systems for stochastic evolution equations driven by multiplicative fractional Brownian noise with Hurst parameters $H\in (1/3,1/2]$

Abstract

We consider the stochastic evolution equation $du=Audt+G(u)d\omega ,u(0)=u_0$ in a separable Hilbert--space $V$. Here $G$ is supposed to be three times Fréchet--differentiable and $\omega$ is a trace class fractional Brownian--motion with Hurst parameter $H\in (1/3,1/2]$. We prove the existence of a global solution where exceptional sets are independent of the initial state $u_0\in V$. In addition, we show that the above equation generates a random dynamical system.

29 pages

References in corpus (1)

• Lévy-areas of Ornstein-Uhlenbeck processes in Hilbert-spaces