Abstract Functional Stochastic Evolution Equations Driven by Fractional Brownian Motion-Reference-Cited by-同舟云学术

Abstract Functional Stochastic Evolution Equations Driven by Fractional Brownian Motion

Published:2014 Issue: Volume:2014 Page:1-14
ISSN:1085-3375
Container-title:Abstract and Applied Analysis
language:en
Short-container-title:Abstract and Applied Analysis

Author:

McKibben Mark A.¹,Webster Micah²^ORCID

Affiliation:

1. Department of Mathematics, West Chester University of Pennsylvania, 25 University Avenue, West Chester, PA 19383, USA

2. Department of Mathematics and Computer Science, Goucher College, 1021 Dulaney Valley Road, Baltimore, MD 21204, USA

Abstract

We investigate a class of abstract functional stochastic evolution equations driven by a fractional Brownian motion in a real separable Hilbert space. Global existence results concerning mild solutions are formulated under various growth and compactness conditions. Continuous dependence estimates and convergence results are also established. Analysis of three stochastic partial differential equations, including a second-order stochastic evolution equation arising in the modeling of wave phenomena and a nonlinear diffusion equation, is provided to illustrate the applicability of the general theory.

Publisher

Hindawi Limited

Subject

Applied Mathematics,Analysis

Link

http://downloads.hindawi.com/journals/aaa/2014/516853.pdf

Reference32 articles.

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2. On the prediction of fractional Brownian motion

3. On the self-similar nature of Ethernet traffic (extended version)

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