# American Institute of Mathematical Sciences

November  2016, 21(9): 3075-3094. doi: 10.3934/dcdsb.2016088

## Semilinear stochastic equations with bilinear fractional noise

 1 Dpto. Ecuaciones Diferenciales y Análisis Numérico , Universidad de Sevilla, Apdo. de Correos 1160, 41080-Sevilla 2 Charles University in Prague, Faculty of Mathematics and Physics, Sokolovska 83, Prague 8, Czech Republic, Czech Republic

Received  February 2016 Revised  March 2016 Published  October 2016

In the paper, we study existence and uniqueness of solutions to semilinear stochastic evolution systems, driven by a fractional Brownian motion with bilinear noise term, and the long time behavior of solutions to such equations. For this purpose, we study at first the random evolution operator defined by the corresponding bilinear equation which is later used to define the mild solution of the semilinear equation. The mild solution is also shown to be weak in the PDE sense. Furthermore, the asymptotic behavior is investigated by using the Random Dynamical Systems theory. We show that the solution generates a random dynamical system that, under appropriate stability and compactness conditions, possesses a random attractor.
Citation: María J. Garrido-Atienza, Bohdan Maslowski, Jana  Šnupárková. Semilinear stochastic equations with bilinear fractional noise. Discrete & Continuous Dynamical Systems - B, 2016, 21 (9) : 3075-3094. doi: 10.3934/dcdsb.2016088
##### References:
 [1] L. Arnold, Random Dynamical Systems,, Springer Monographs in Mathematics, (1998). doi: 10.1007/978-3-662-12878-7. Google Scholar [2] H. Bessaih, M. J. Garrido-Atienza and B. Schmalfuß, Stochastic Shell Models driven by a multiplicative fractional Brownian motion,, Physica D: Nonlinear Phenomena, 320 (2016), 38. doi: 10.1016/j.physd.2016.01.008. Google Scholar [3] C. Castaing and M. Valadier, Convex Analysis and Measurable Multifunctions,, Lecture Notes in Mathematics, (1977). Google Scholar [4] Y. Chen, H. Gao, M. J. Garrido-Atienza and B. Schmalfuß, Pathwise solutions of SPDEs and random dynamical systems,, Discrete Contin. Dyn. Syst., 34 (2014), 79. doi: 10.3934/dcds.2014.34.79. Google Scholar [5] J. W. Cholewa and T. Dlotko, Cauchy problems in weighted Lebesgue spaces,, Czechoslovak Math. J., 54 (2004), 991. doi: 10.1007/s10587-004-6447-z. Google Scholar [6] G. Da Prato and J. Zabczyk, Ergodicity for Infinite Dimensional Systems,, Cambridge University Press, (1996). doi: 10.1017/CBO9780511662829. Google Scholar [7] T. E. Duncan, B. Maslowski and B. Pasik-Duncan, Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise,, Stochastic Process. Appl., 115 (2005), 1357. doi: 10.1016/j.spa.2005.03.011. Google Scholar [8] F. Flandoli and B. Schmalfuß, Random attractors for the $3$D stochastic Navier-Stokes equation with multiplicative white noise,, Stochastics Stochastics Rep., 59 (1996), 21. doi: 10.1080/17442509608834083. Google Scholar [9] H. Gao, M. J. Garrido-Atienza, B. Schmalfuß, Random attractors for stochastic evolution equations driven by fractional Brownian motion,, SIAM J. Math. Anal., 46 (2014), 2281. doi: 10.1137/130930662. Google Scholar [10] M. J. Garrido-Atienza, P. Kloeden and A. Neuenkirch, Discretization of stationary solutions of stochastic systems driven by fractional Brownian motion,, Applied Mathematics and Optimization, 60 (2009), 151. doi: 10.1007/s00245-008-9062-9. Google Scholar [11] M. J. Garrido-Atienza, K. Lu and B. Schmalfuß, Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion,, Discrete and Continuous Dynamical System, 14 (2010), 473. doi: 10.3934/dcdsb.2010.14.473. Google Scholar [12] M. J. Garrido-Atienza, B. Maslowski and B. Schmalfuß, Random attractors for stochastic equations driven by a fractional Brownian motion,, International Journal of Bifurcation and Chaos, 20 (2010), 2761. doi: 10.1142/S0218127410027349. Google Scholar [13] M. J. Garrido-Atienza and B. Schmalfuß, Ergodicity of the infinite dimensional fractional Brownian motion,, Journal of Dynamics and Differential Equations, 23 (2011), 671. doi: 10.1007/s10884-011-9222-5. Google Scholar [14] B. Gess, Random Attractors for Stochastic Porous Media Equations perturbed by space-time linear multiplicative noise,, C.R. Acad. Sci. Paris, 350 (2012), 299. doi: 10.1016/j.crma.2012.02.004. Google Scholar [15] B. Gess, W. Liu and M. Röckner, Random attractors for a class of stochastic partial differential equations driven by general additive noise,, Journal of Differential Equations, 251 (2011), 1225. doi: 10.1016/j.jde.2011.02.013. Google Scholar [16] H. Kunita, Stochastic Flows and Stochastic Differential Equations,, Cambridge Studies in Advanced Mathematics, (1990). Google Scholar [17] M. B. Marcus and J. Rosen, Markov Processes, Gaussian Processes, and Local Times,, Cambridge Studies in Advanced Mathematics, (2006). doi: 10.1017/CBO9780511617997. Google Scholar [18] B. Maslowski and D. Nualart, Evolution equations driven by a fractional Brownian motion,, J. Funct. Anal., 202 (2003), 277. doi: 10.1016/S0022-1236(02)00065-4. Google Scholar [19] B. Maslowski and B. Schmalfuß, Random dynamical systems and stationary solutions of differential equations driven by the fractional Brownian motion,, Stochastic Anal. Appl., 22 (2004), 1577. doi: 10.1081/SAP-200029498. Google Scholar [20] B. Maslowski and J. Šnupárková, Stochastic equations with multiplicative fractional noise in Hilbert space,, preprint, (). Google Scholar [21] D. Nualart and A. Răşcanu, Differential equations driven by fractional Brownian motion,, Collect. Math., 53 (2002), 55. Google Scholar [22] A. Pazy, Semigroups of Linear Operators and Applications to Partial Differential Equations,, Springer-Verlag, (1983). doi: 10.1007/978-1-4612-5561-1. Google Scholar [23] S. G. Samko, A. A. Kilbas and O. I. Marichev, Fractional Integrals and Derivatives. Theory and Applications,, Gordon and Breach, (1993). Google Scholar [24] B. Schmalfuß, Backward cocycles and attractors of stochastic differential equations,, in Int. Seminar on Applied Mathematics Nonlinear Dynamics: Attractor Approximation and Global Behaviour (eds. V. Reitmann, (1992), 185. Google Scholar [25] B. Schmalfuß, Attractors for the nonautonomous dynamical systems,, in Int. Conf. Differential Equations, (1999), 684. Google Scholar [26] J. Šnupárková, Stochastic bilinear equations with fractional Gaussian noise in Hilbert space,, Acta Univ. Carolin. Math. Phys., 51 (2010), 49. Google Scholar [27] M. Zähle, Integration with respect to fractal functions and stochastic calculus I,, Probab. Theory Relat. Fields, 111 (1998), 333. doi: 10.1007/s004400050171. Google Scholar [28] M. Zähle, Integration with respect to fractal functions and stochastic calculus II,, Math. Nachr., 225 (2001), 145. doi: 10.1002/1522-2616(200105)225:1<145::AID-MANA145>3.0.CO;2-0. Google Scholar

show all references

##### References:
 [1] L. Arnold, Random Dynamical Systems,, Springer Monographs in Mathematics, (1998). doi: 10.1007/978-3-662-12878-7. Google Scholar [2] H. Bessaih, M. J. Garrido-Atienza and B. Schmalfuß, Stochastic Shell Models driven by a multiplicative fractional Brownian motion,, Physica D: Nonlinear Phenomena, 320 (2016), 38. doi: 10.1016/j.physd.2016.01.008. Google Scholar [3] C. Castaing and M. Valadier, Convex Analysis and Measurable Multifunctions,, Lecture Notes in Mathematics, (1977). Google Scholar [4] Y. Chen, H. Gao, M. J. Garrido-Atienza and B. Schmalfuß, Pathwise solutions of SPDEs and random dynamical systems,, Discrete Contin. Dyn. Syst., 34 (2014), 79. doi: 10.3934/dcds.2014.34.79. Google Scholar [5] J. W. Cholewa and T. Dlotko, Cauchy problems in weighted Lebesgue spaces,, Czechoslovak Math. J., 54 (2004), 991. doi: 10.1007/s10587-004-6447-z. Google Scholar [6] G. Da Prato and J. Zabczyk, Ergodicity for Infinite Dimensional Systems,, Cambridge University Press, (1996). doi: 10.1017/CBO9780511662829. Google Scholar [7] T. E. Duncan, B. Maslowski and B. Pasik-Duncan, Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise,, Stochastic Process. Appl., 115 (2005), 1357. doi: 10.1016/j.spa.2005.03.011. Google Scholar [8] F. Flandoli and B. Schmalfuß, Random attractors for the $3$D stochastic Navier-Stokes equation with multiplicative white noise,, Stochastics Stochastics Rep., 59 (1996), 21. doi: 10.1080/17442509608834083. Google Scholar [9] H. Gao, M. J. Garrido-Atienza, B. Schmalfuß, Random attractors for stochastic evolution equations driven by fractional Brownian motion,, SIAM J. Math. Anal., 46 (2014), 2281. doi: 10.1137/130930662. Google Scholar [10] M. J. Garrido-Atienza, P. Kloeden and A. Neuenkirch, Discretization of stationary solutions of stochastic systems driven by fractional Brownian motion,, Applied Mathematics and Optimization, 60 (2009), 151. doi: 10.1007/s00245-008-9062-9. Google Scholar [11] M. J. Garrido-Atienza, K. Lu and B. Schmalfuß, Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion,, Discrete and Continuous Dynamical System, 14 (2010), 473. doi: 10.3934/dcdsb.2010.14.473. Google Scholar [12] M. J. Garrido-Atienza, B. Maslowski and B. Schmalfuß, Random attractors for stochastic equations driven by a fractional Brownian motion,, International Journal of Bifurcation and Chaos, 20 (2010), 2761. doi: 10.1142/S0218127410027349. Google Scholar [13] M. J. Garrido-Atienza and B. Schmalfuß, Ergodicity of the infinite dimensional fractional Brownian motion,, Journal of Dynamics and Differential Equations, 23 (2011), 671. doi: 10.1007/s10884-011-9222-5. Google Scholar [14] B. Gess, Random Attractors for Stochastic Porous Media Equations perturbed by space-time linear multiplicative noise,, C.R. Acad. Sci. Paris, 350 (2012), 299. doi: 10.1016/j.crma.2012.02.004. Google Scholar [15] B. Gess, W. Liu and M. Röckner, Random attractors for a class of stochastic partial differential equations driven by general additive noise,, Journal of Differential Equations, 251 (2011), 1225. doi: 10.1016/j.jde.2011.02.013. Google Scholar [16] H. Kunita, Stochastic Flows and Stochastic Differential Equations,, Cambridge Studies in Advanced Mathematics, (1990). Google Scholar [17] M. B. Marcus and J. Rosen, Markov Processes, Gaussian Processes, and Local Times,, Cambridge Studies in Advanced Mathematics, (2006). doi: 10.1017/CBO9780511617997. Google Scholar [18] B. Maslowski and D. Nualart, Evolution equations driven by a fractional Brownian motion,, J. Funct. Anal., 202 (2003), 277. doi: 10.1016/S0022-1236(02)00065-4. Google Scholar [19] B. Maslowski and B. Schmalfuß, Random dynamical systems and stationary solutions of differential equations driven by the fractional Brownian motion,, Stochastic Anal. Appl., 22 (2004), 1577. doi: 10.1081/SAP-200029498. Google Scholar [20] B. Maslowski and J. Šnupárková, Stochastic equations with multiplicative fractional noise in Hilbert space,, preprint, (). Google Scholar [21] D. Nualart and A. Răşcanu, Differential equations driven by fractional Brownian motion,, Collect. Math., 53 (2002), 55. Google Scholar [22] A. Pazy, Semigroups of Linear Operators and Applications to Partial Differential Equations,, Springer-Verlag, (1983). doi: 10.1007/978-1-4612-5561-1. Google Scholar [23] S. G. Samko, A. A. Kilbas and O. I. Marichev, Fractional Integrals and Derivatives. Theory and Applications,, Gordon and Breach, (1993). Google Scholar [24] B. Schmalfuß, Backward cocycles and attractors of stochastic differential equations,, in Int. Seminar on Applied Mathematics Nonlinear Dynamics: Attractor Approximation and Global Behaviour (eds. V. Reitmann, (1992), 185. Google Scholar [25] B. Schmalfuß, Attractors for the nonautonomous dynamical systems,, in Int. Conf. Differential Equations, (1999), 684. Google Scholar [26] J. Šnupárková, Stochastic bilinear equations with fractional Gaussian noise in Hilbert space,, Acta Univ. Carolin. Math. Phys., 51 (2010), 49. Google Scholar [27] M. Zähle, Integration with respect to fractal functions and stochastic calculus I,, Probab. Theory Relat. Fields, 111 (1998), 333. doi: 10.1007/s004400050171. Google Scholar [28] M. Zähle, Integration with respect to fractal functions and stochastic calculus II,, Math. Nachr., 225 (2001), 145. doi: 10.1002/1522-2616(200105)225:1<145::AID-MANA145>3.0.CO;2-0. Google Scholar
 [1] María J. Garrido–Atienza, Kening Lu, Björn Schmalfuss. Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2010, 14 (2) : 473-493. doi: 10.3934/dcdsb.2010.14.473 [2] Ahmed Boudaoui, Tomás Caraballo, Abdelghani Ouahab. Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2017, 22 (7) : 2521-2541. doi: 10.3934/dcdsb.2017084 [3] Guolian Wang, Boling Guo. Stochastic Korteweg-de Vries equation driven by fractional Brownian motion. Discrete & Continuous Dynamical Systems - A, 2015, 35 (11) : 5255-5272. doi: 10.3934/dcds.2015.35.5255 [4] Yong Xu, Rong Guo, Di Liu, Huiqing Zhang, Jinqiao Duan. Stochastic averaging principle for dynamical systems with fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2014, 19 (4) : 1197-1212. doi: 10.3934/dcdsb.2014.19.1197 [5] Yong Xu, Bin Pei, Rong Guo. Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2015, 20 (7) : 2257-2267. doi: 10.3934/dcdsb.2015.20.2257 [6] Ji Shu. Random attractors for stochastic discrete Klein-Gordon-Schrödinger equations driven by fractional Brownian motions. Discrete & Continuous Dynamical Systems - B, 2017, 22 (4) : 1587-1599. doi: 10.3934/dcdsb.2017077 [7] Yuncheng You. Random attractor for stochastic reversible Schnackenberg equations. Discrete & Continuous Dynamical Systems - S, 2014, 7 (6) : 1347-1362. doi: 10.3934/dcdss.2014.7.1347 [8] Litan Yan, Xiuwei Yin. Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2019, 24 (2) : 615-635. doi: 10.3934/dcdsb.2018199 [9] Jin Li, Jianhua Huang. Dynamics of a 2D Stochastic non-Newtonian fluid driven by fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2012, 17 (7) : 2483-2508. doi: 10.3934/dcdsb.2012.17.2483 [10] Yong Ren, Xuejuan Jia, Lanying Hu. Exponential stability of solutions to impulsive stochastic differential equations driven by $G$-Brownian motion. Discrete & Continuous Dynamical Systems - B, 2015, 20 (7) : 2157-2169. doi: 10.3934/dcdsb.2015.20.2157 [11] Shaokuan Chen, Shanjian Tang. Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. Mathematical Control & Related Fields, 2015, 5 (3) : 401-434. doi: 10.3934/mcrf.2015.5.401 [12] Henryk Leszczyński, Monika Wrzosek. Newton's method for nonlinear stochastic wave equations driven by one-dimensional Brownian motion. Mathematical Biosciences & Engineering, 2017, 14 (1) : 237-248. doi: 10.3934/mbe.2017015 [13] Tyrone E. Duncan. Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions. Discrete & Continuous Dynamical Systems - A, 2015, 35 (11) : 5435-5445. doi: 10.3934/dcds.2015.35.5435 [14] Defei Zhang, Ping He. Functional solution about stochastic differential equation driven by $G$-Brownian motion. Discrete & Continuous Dynamical Systems - B, 2015, 20 (1) : 281-293. doi: 10.3934/dcdsb.2015.20.281 [15] Junyi Tu, Yuncheng You. Random attractor of stochastic Brusselator system with multiplicative noise. Discrete & Continuous Dynamical Systems - A, 2016, 36 (5) : 2757-2779. doi: 10.3934/dcds.2016.36.2757 [16] María J. Garrido–Atienza, Kening Lu, Björn Schmalfuss. Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters $H\in (1/3,1/2]$. Discrete & Continuous Dynamical Systems - B, 2015, 20 (8) : 2553-2581. doi: 10.3934/dcdsb.2015.20.2553 [17] Monia Karouf. Reflected solutions of backward doubly SDEs driven by Brownian motion and Poisson random measure. Discrete & Continuous Dynamical Systems - A, 2019, 39 (10) : 5571-5601. doi: 10.3934/dcds.2019245 [18] Hiroshi Matano, Ken-Ichi Nakamura. The global attractor of semilinear parabolic equations on $S^1$. Discrete & Continuous Dynamical Systems - A, 1997, 3 (1) : 1-24. doi: 10.3934/dcds.1997.3.1 [19] S. Kanagawa, K. Inoue, A. Arimoto, Y. Saisho. Mean square approximation of multi dimensional reflecting fractional Brownian motion via penalty method. Conference Publications, 2005, 2005 (Special) : 463-475. doi: 10.3934/proc.2005.2005.463 [20] Stefan Koch, Andreas Neuenkirch. The Mandelbrot-van Ness fractional Brownian motion is infinitely differentiable with respect to its Hurst parameter. Discrete & Continuous Dynamical Systems - B, 2019, 24 (8) : 3865-3880. doi: 10.3934/dcdsb.2018334

2018 Impact Factor: 1.008

## Metrics

• PDF downloads (28)
• HTML views (0)
• Cited by (0)

## Other articlesby authors

• on AIMS
• on Google Scholar

[Back to Top]