We investigate a class of abstract functional stochastic evolution equations driven by a fractional Brownianmotion in a real separable Hilbert space.Global existence results concerningmild solutions are formulated under various growth and compactness conditions. Continuous dependence estimates and convergence results are also established. Analysis of three stochastic partial differential equations, including a second-order stochastic evolution equation arising in the modeling of wave phenomena and a nonlinear diffusion equation, is provided to illustrate the applicability of the general theory.
Abstract and Applied Analysis
Hindawi Publishing Corporation
Article ID 516853
McKibben, M. A., & Webster, M. (2014). Abstract Functional Stochastic Evolution Equations Driven by Fractional Brownian Motion. Abstract and Applied Analysis, 2014(Article ID 516853), 1-14. http://dx.doi.org/http://dx.doi.org/10.1155/2014/516853