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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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
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| Series: | The Scientific World Journal |
| Online Access: | http://dx.doi.org/10.1155/2014/601327 |
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