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Setvalued Dynamical Systems for Stochastic Evolution Equations Driven by Fractional Noise
Authors:Garrido-Atienza  M. J.  Schmalfuss  B.  Valero  J.
Affiliation:1.Dpto. Ecuaciones Diferenciales y Análisis Numérico, Universidad de Sevilla, Avda. Reina Mercedes, s/n, 41012, Seville, Spain
;2.Institut für Stochastik, Friedrich Schiller Universit?t Jena, Ernst Abbe Platz 2, 77043, Jena, Germany
;3.Centro de Investigación Operativa, Universidad Miguel Hernández, Avda. de la Universidad, s/n, 03202, Elche, Spain
;
Abstract:

We consider Hilbert-valued evolution equations driven by Hölder paths with Hölder index greater than 1/2, which includes the case of fractional noises with Hurst parameters in (1/2,1). The assumptions of the drift term will not be enough to ensure the uniqueness of solutions. Nevertheless, adopting a multivalued setting, we will prove that the set of all solutions corresponding to the same initial condition generates a (multivalued) nonautonomous dynamical system (Phi ). Finally, to prove that (Phi ) is measurable (and hence a (multivalued) random dynamical system), we need to construct a new metric dynamical system that models the noise with the property that the set space is separable.

Keywords:
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