Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in (1/2,1) |
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| Authors: | LH Duc MJ Garrido-Atienza A Neuenkirch B Schmalfuß |
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| Institution: | 1. Max-Planck-Institut für Mathematik in den Naturwissenschaften, Inselstr. 22, 04103 Leipzig, Germany;2. Vietnam Academy of Science and Technology, 18 Hoang Quoc Viet Road, 10307 Hanoi, Viet Nam;3. Dpto. Ecuaciones Diferenciales y Análisis Numérico, Universidad de Sevilla, Avda. Reina Mercedes, s/n, 41012-Sevilla, Spain;4. Universität Mannheim, Institut für Mathematik, A5, 6, D-68131, Mannheim, Germany;5. Institut für Stochastik, Friedrich Schiller Universität Jena, Ernst Abbe Platz 2, D-77043, Jena, Germany |
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| Abstract: | This paper addresses the exponential stability of the trivial solution of some types of evolution equations driven by Hölder continuous functions with Hölder index greater than 1/2. The results can be applied to the case of equations whose noisy inputs are given by a fractional Brownian motion with covariance operator Q, provided that and is sufficiently small. |
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| Keywords: | primary 60H10 secondary 37B25 60G22 93E15 |
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