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
- USE