Número:
44
Ano:
2004
Autor:
Alberto M. F. Ohashi
Abstract:
In this paper we study stochastic evolution equations driven by a fractional white noise with arbitrary Hurst parameter in infinite dimension. We establish the existenceand uniqueness of a mild solution for a nonlinear equation with multiplicative noise under Lipschitz condition by using a fixed point argument in an appropriate inductive limit space. In the linear case with additive noise a strong solution is obtained. Those results are applied to stochastic parabolic partial differentialequations perturbed by a fractional white noise.
Keywords:
fractional Brownian motion
stochastic partial differential equations
white noise analysis
Arquivo: