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arXiv · 1609.02543

Stochastic lattice dynamical systems with fractional noise

Hakima Bessaih·María J. Garrido-Atienza·Xiaoying Han·Björn Schmalfuß
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Abstract

This article is devoted to study stochastic lattice dynamical systems driven by a fractional Brownian motion with Hurst parameter $H\in(1/2,1)$. First of all, we investigate the existence and uniqueness of pathwise mild solutions to such systems by the Young integration setting and prove that the solution generates a random dynamical system. Further, we analyze the exponential stability of the trivial solution.

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Hakima Bessaih, María J. Garrido-Atienza, Xiaoying Han, Björn Schmalfuß. 2016-09-08. Stochastic lattice dynamical systems with fractional noise. https://arxiv.org/abs/1609.02543

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