Wong-Zakai approximation for the dynamics of stochastic evolution equation driven by rough path with Hurst index $H\in(\frac{1}{3},\frac{1}{2}]$
Qiyong Cao, Hongjun Gao

TL;DR
This paper studies the approximation of stochastic evolution equations driven by rough paths with Hurst index between 1/3 and 1/2, focusing on the existence and stability of their random attractors.
Contribution
It establishes the existence of random attractors for such equations and proves the upper semi-continuity of these attractors under approximation.
Findings
Existence of random attractors for the considered stochastic evolution equations.
Upper semi-continuity of the attractors with respect to approximation parameters.
Extension of attractor theory to systems driven by rough paths with Hurst index in (1/3, 1/2].
Abstract
In this paper, we obtain the existence of random attractors for a class of evolution equations driven by a geometric fractional Brownian rough path with Hurst index and establish the upper semi-continuity of random attractors for the approximated systems of the evolution equations.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Mathematical Dynamics and Fractals
