Abstract Functional Stochastic Evolution Equations Driven by Fractional Brownian Motion

作者：McKibben Mark A^*; Webster Micah

来源：Abstract and Applied Analysis, 2014, 2014: 516853.

DOI：10.1155/2014/516853

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.

• 出版日期2014