Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion
type: Item
instance of: scholarly article
title: Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion
zbMATH Open document ID: 1200.37075
author: María J. Garrido-Atienza
author: Kening Lu
author: Björn Schmalfuss
published in: Discrete and Continuous Dynamical Systems. Series B
publication date: 2010-09-22T00:00:00Z
review text: The authors study nonlinear stochastic partial differential equations (SPDEs) driven by a fractional Brownian motion (fBm) with the Hurst parameter bigger than 1/2. They prove that these SPDEs generate random dynamical systems (or stochastic flows) by using the stochastic calculus for an fBm where the stochastic integrals are defined by integrands given by fractional derivatives. In particular, they emphasize that the coefficients in front of the fractional noise are non-trivial. The obtained results can be applied to many concrete random dynamical systems generates from stochastic mathematical physics equations driven by a fractional Brownian motion.
reviewed by: Caidi Zhao
Mathematics Subject Classification ID: 37L55
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 37L25
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 58B99
Mathematics Subject Classification ID: 26A33
zbMATH DE Number: 5790143
zbMATH Keywords: stochastic PDEs
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: random dynamical systems
MaRDI profile type: Publication
full work available at URL: dcdsb.2010.14.473
OpenAlex ID: W2092614098
DOI: 10.3934/DCDSB.2010.14.473
description: scientific article; zbMATH DE number 5790143