Published May 16, 2018
| Version v1
Publication
Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in (1/2,1)
Description
This paper addresses the exponential stability of the trivial solution of some types of evolution equations driven by Hölder continuous functions with H¨older 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.
Additional details
Identifiers
- URL
- https://idus.us.es/handle//11441/74640
- URN
- urn:oai:idus.us.es:11441/74640
Origin repository
- Origin repository
- USE