Published April 8, 2015 | Version v1
Publication

The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional brownian motion

Description

In this paper we investigate the existence, uniqueness and exponential asymptotic behavior of mild solutions to stochastic delay evolution equations perturbed by a fractional Brownian motion BH Q (t): dX(t) = (AX(t) + f(t;Xt))dt + g(t)dBH Q (t); with Hurst parameter H 2 (1=2; 1). We also consider the existence of weak solutions.

Additional details

Identifiers

URL
https://idus.us.es/handle/11441/23722
URN
urn:oai:idus.us.es:11441/23722

Origin repository

Origin repository
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