Weyl Pseudo Almost Periodic Type Solutions to Semilinear Stochastic Evolution Equations Driven by Fractional Brownian Motion
Dimplekumar N. Chalishajar, Marko Kostic, Daniel Velinov
Abstract
In this paper, we analyze square-mean Weyl almost periodic solutions and square-mean Weyl double-measure pseudo almost periodic solutions for a class of semilinear evolution equations in separable Hilbert spaces driven by two-sided fractional Brownian motion with Hurst index H<1/2. Due to the non-integrability of covariance density for H<1/2, a Hölder-continuity condition on the diffusion coefficient is required. An illustrative example involving a stochastic parabolic equation demonstrates the applicability of obtained results.
Create a lesson
Related papers
Mesoscopic transition for β-ensembles at intermediary temperature
Charlie Dworaczek Guera, Gaultier Lambert, Luke Peilen
Systems of rough stochastic differential equations I: weak existence and Yamada--Watanabe
Florian Huber
Heat flow and repeated differentiation of polynomials with i.i.d. roots
Jonas Jalowy
Optimal support and condensation in random allocations
Andrea Ottolini
The stochastic Landau-Lifshitz-Baryakhtar equation in critical spaces
Federico Butori, Foivos Evangelopoulos-Ntemiris, Lorenzo Marino et al.
Sticky Brownian Motion with a Locally Finite Atomic Sticky Measure
L. A. Jafarova