Stochastic affine evolution equations with multiplicative fractional noise

Published 2 Sep 2016 in math.PR | (1609.00582v3)

Abstract: A stochastic affine evolution equation with bilinear noise term is studied where the driving process is a real-valued fractional Brownian motion. Stochastic integration is understood in the Skorokhod sense. Existence and uniqueness of weak solution is proved and some results on the large time dynamics are obtained

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