Weak Pullback Mean Random Attractors for Stochastic Evolution Equations and Applications

In this paper, we investigate the existence and uniqueness of weak pullback mean random attractors for abstract stochastic evolution equations with general diffusion terms in Bochner spaces. As applications, the existence and uniqueness of weak pullback mean random attractors for some stochastic models such as stochastic reaction-diffusion equations, the stochastic $p$-Laplace equation and stochastic porous media equations are established.Comment: Few details were improved. Comments are welcom

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

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.Comment: 29 page

Bilinear equations in Hilbert space driven by paths of low regularity

In the article, some bilinear evolution equations in Hilbert space driven by paths of low regularity are considered and solved explicitly. The driving paths are scalar-valued and continuous, and they are assumed to have a finite $p$-th variation along a given sequence of partitions in the sense given by Cont and Perkowski \cite{ConPer18} ($p$ being an even positive integer). Typical functions that satisfy this condition are trajectories of the fractional Brownian motion of the Hurst parameter H=\sfrac{1}{p}. A strong solution to the bilinear problem is shown to exist if there is a solution to a certain temporally inhomogeneous initial value problem. Subsequently, sufficient conditions for the existence of the solution to this initial value problem are given. The abstract results are applied to several stochastic partial differential equations with multiplicative fractional noise, both of the parabolic and hyperbolic type, that are solved explicitly in a pathwise sense.Comment: 27 Page