Abstract Functional Stochastic Evolution Equations Driven by Fractional Brownian Motion
We investigate a class of abstract functional stochastic evolution equations driven by a fractional Brownian motion in a real separable Hilbert space. Global existence results concerning mild solutions are formulated under various growth and compactness conditions. Continuous dependence estimates an...
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Veröffentlicht in: | Abstract and applied analysis 2014-01, Vol.2014 (2014), p.1-14 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | We investigate a class of abstract functional stochastic evolution equations driven by a fractional Brownian motion in a real separable Hilbert space. Global existence results concerning mild solutions are formulated under various growth and compactness conditions. Continuous dependence estimates and convergence results are also established. Analysis of three stochastic partial differential equations, including a second-order stochastic evolution equation arising in the modeling of wave phenomena and a nonlinear diffusion equation, is provided to illustrate the applicability of the general theory. |
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ISSN: | 1085-3375 1687-0409 |
DOI: | 10.1155/2014/516853 |