RANDOM ATTRACTORS FOR STOCHASTIC EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION
RANDOM ATTRACTORS FOR STOCHASTIC EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION
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DOI：
10.1142/s0218127410027349
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发表时间：
2010-09-01
影响因子：
2.2
通讯作者：
Schmalfuss, B.
中科院分区：
文献类型：
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作者：
Garrido-Atienza, M. J.;Maslowski, B.;Schmalfuss, B.
本文研究了赫斯特参数 H > 1/2 的分数布朗运动驱动的随机微分方程的渐近行为。特别是，它表明相应的解生成一个随机动力系统，并证明了随机吸引子的存在性和唯一性。
In this paper, the asymptotic behavior of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H > 1/2 is studied. In particular, it is shown that the corresponding solutions generate a random dynamical system for which the existence and uniqueness of a random attractor is proved.