Random dynamical systems for stochastic evolution equations driven by multiplicative fractional Brownian noise with Hurst parameters $H\in (1/3,1/2]$

TL;DR

This paper establishes the existence of global solutions and a random dynamical system for stochastic evolution equations driven by fractional Brownian motion with Hurst parameter in (1/3, 1/2], using advanced stochastic analysis techniques.

Contribution

It introduces a novel framework for analyzing stochastic evolution equations driven by fractional Brownian noise with Hurst parameter in (1/3, 1/2], proving existence of solutions and dynamical systems.

Findings

Global solutions exist for the equations considered.

The equations generate a random dynamical system.

Exceptional sets are independent of initial conditions.

Abstract

We consider the stochastic evolution equation $ du=Audt+G(u)d\omega,\quad u(0)=u_0 $ in a separable Hilbert--space $V$. Here $G$ is supposed to be three times Fr\'echet--differentiable and $\omega$ is a trace class fractional Brownian--motion with Hurst parameter $H\in (1/3,1/2]$. We prove the existence of a global solution where exceptional sets are independent of the initial state $u_0\in V$. In addition, we show that the above equation generates a random dynamical system.