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Article
Abstract Functional Stochastic Evolution Equations Driven by Fractional Brownian Motion
Abstract and Applied Analysis
  • Mark A. McKibben, West Chester University of Pennsylvania
  • Micah Webster, Goucher College
Document Type
Article
Publication Date
1-1-2014
Abstract

We investigate a class of abstract functional stochastic evolution equations driven by a fractional Brownianmotion in a real separable Hilbert space.Global existence results concerningmild 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 Publishing Corporation
DOI
http://dx.doi.org/10.1155/2014/516853
Citation Information
Mark A. McKibben and Micah Webster. "Abstract Functional Stochastic Evolution Equations Driven by Fractional Brownian Motion" Abstract and Applied Analysis Vol. 2014 Iss. Article ID 516853 (2014) p. 1 - 14
Available at: http://works.bepress.com/mark_mckibben/2/