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Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than 1/2 and random dynamical systems

Published 29 May 2013 in math.DS | (1305.6903v1)

Abstract: This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a H\"older continuous function with H\"older 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 $BH$ with Hurst parameter $H>1/2$. In contrast to the article by Maslowski and Nualart, we present here an existence and uniqueness result in the space of H\"older 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 H\"older 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 $BH$ 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

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