Y. Chen, H. Gao, M. Garrido-Atienza, B. Schmalfuss
{"title":"指数大于$1/2$的Hölder-continuous积分器和随机动力系统驱动SPDEs的路径解","authors":"Y. Chen, H. Gao, M. Garrido-Atienza, B. Schmalfuss","doi":"10.3934/DCDS.2014.34.79","DOIUrl":null,"url":null,"abstract":"This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a Holder continuous function with Holder exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a particular situation, we shall consider the case where the equation is driven by a fractional Brownian motion $B^H$ with Hurst parameter $H>1/2$. In contrast to the article by Maslowski and Nualart [17], we present here an existence and uniqueness result in the space of Holder continuous functions with values in a Hilbert space $V$. If the initial condition is in the latter space this forces us to consider solutions in a different space, which is a generalization of the Holder continuous functions. That space of functions is appropriate to introduce a non-autonomous dynamical system generated by the corresponding solution to the equation. In fact, when choosing $B^H$ as the driving process, we shall prove that the dynamical system will turn out to be a random dynamical system, defined over the ergodic metric dynamical system generated by the infinite dimensional fractional Brownian motion.","PeriodicalId":411750,"journal":{"name":"Discrete & Continuous Dynamical Systems - A","volume":"34 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2013-05-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"51","resultStr":"{\"title\":\"Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than $1/2$ and random dynamical systems\",\"authors\":\"Y. Chen, H. Gao, M. Garrido-Atienza, B. Schmalfuss\",\"doi\":\"10.3934/DCDS.2014.34.79\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a Holder continuous function with Holder exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a particular situation, we shall consider the case where the equation is driven by a fractional Brownian motion $B^H$ with Hurst parameter $H>1/2$. In contrast to the article by Maslowski and Nualart [17], we present here an existence and uniqueness result in the space of Holder continuous functions with values in a Hilbert space $V$. If the initial condition is in the latter space this forces us to consider solutions in a different space, which is a generalization of the Holder continuous functions. That space of functions is appropriate to introduce a non-autonomous dynamical system generated by the corresponding solution to the equation. In fact, when choosing $B^H$ as the driving process, we shall prove that the dynamical system will turn out to be a random dynamical system, defined over the ergodic metric dynamical system generated by the infinite dimensional fractional Brownian motion.\",\"PeriodicalId\":411750,\"journal\":{\"name\":\"Discrete & Continuous Dynamical Systems - A\",\"volume\":\"34 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2013-05-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"51\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Discrete & Continuous Dynamical Systems - A\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.3934/DCDS.2014.34.79\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Discrete & Continuous Dynamical Systems - A","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3934/DCDS.2014.34.79","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than $1/2$ and random dynamical systems
This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a Holder continuous function with Holder exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a particular situation, we shall consider the case where the equation is driven by a fractional Brownian motion $B^H$ with Hurst parameter $H>1/2$. In contrast to the article by Maslowski and Nualart [17], we present here an existence and uniqueness result in the space of Holder continuous functions with values in a Hilbert space $V$. If the initial condition is in the latter space this forces us to consider solutions in a different space, which is a generalization of the Holder continuous functions. That space of functions is appropriate to introduce a non-autonomous dynamical system generated by the corresponding solution to the equation. In fact, when choosing $B^H$ as the driving process, we shall prove that the dynamical system will turn out to be a random dynamical system, defined over the ergodic metric dynamical system generated by the infinite dimensional fractional Brownian motion.