Stochastic Affine Evolution Equations with Multiplicative Fractional Noise
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A stochastic affine evolution equation with bilinear noise term is studied, where the driving process is a real-valued fractional Brownian motion with Hurst parameter greater than 1/2. Stochastic integration is understood in the Skorokhod sense. The existence and uniqueness of weak solution is proved and some results on the large time dynamics are obtained.
Keywordsgeometric fractional Brownian motion stochastic differential equations in Hilbert space stochastic bilinear equation
MSC 201060H15 60G22
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