Random dynamical systems for stochastic evolution equations driven by multiplicative fractional Brownian noise with Hurst parameters H∈(1/3,1/2]H\in (1/3,1/2]

preprint2015arXivOpen access

Abstract

We consider the stochastic evolution equation du=Audt+G(u)dω,u(0)=u0 du=Audt+G(u)dω,\quad u(0)=u_0 in a separable Hilbert--space VV. Here GG is supposed to be three times Fréchet--differentiable and ωω is a trace class fractional Brownian--motion with Hurst parameter H∈(1/3,1/2]H\in (1/3,1/2]. We prove the existence of a global solution where exceptional sets are independent of the initial state u0∈Vu_0\in V. In addition, we show that the above equation generates a random dynamical system.

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