Dynamics of SPDEs driven by a small fractional brownian motion with hurst parameter larger than 1/2

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Abstract

We consider mild solutions of an SPDE driven by a time dependent perturbation which is Hölder continuous with a Hölder exponent larger than 1/2. In particular, such a perturbation is given by a fractional Brownian motion with Hurst parameter larger than 1/2. The coefficient in front of this noise is an operator with bounded first and second derivatives. We formulate conditions such that the equation has a unique pathwise solution. Further we investigate the globally exponential stability of the trivial solution.

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Duc, L. H., Garrido-Atienza, M. J., & Schmalfuß, B. (2018). Dynamics of SPDEs driven by a small fractional brownian motion with hurst parameter larger than 1/2. In Springer Proceedings in Mathematics and Statistics (Vol. 229, pp. 213–224). Springer New York LLC. https://doi.org/10.1007/978-3-319-74929-7_11

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