Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in (1/2,1)

DOI:	https://doi.org/10.1016/j.jde.2017.09.033
URL:	https://arxiv.org/abs/1705.01573
Additional URL:	https://www.researchgate.net/publication/316679898...
Document Type:	Article
Year of publication:	2018
The title of a journal, publication series:	Journal of Differential Equations
Volume:	264
Issue number:	2
Page range:	1119-1145
Place of publication:	Orlando, FL [u.a.]
Publishing house:	Elsevier
ISSN:	0022-0396 , 1090-2732
Publication language:	German
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik II: Stochastische Numerik (Neuenkirch 2013-)
Subject:	510 Mathematics
Abstract:	This paper addresses the exponential stability of the trivial solution of some types of evolution equations driven by Hölder continuous functions with Hölder index greater than 1/2. The results can be applied to the case of equations whose noisy inputs are given by a fractional Brownian motion BH with covariance operator Q, provided that H∈(1/2,1) and tr(Q) is sufficiently small.

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Duc, Luu H. ; Garrido-Atienza, Maria J. ; Neuenkirch, Andreas ; Schmalfuß, Björn

Google Scholar: Duc, Luu H. ; Garrido-Atienza, Maria J. ; Neuenkirch, Andreas ; Schmalfuß, Björn

ORCID: Duc, Luu H. ; Garrido-Atienza, Maria J. ; Neuenkirch, Andreas

; Schmalfuß, Björn

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