On a Class of Measure-Dependent Stochastic Evolution Equations Driven by fBm

Eduardo Hernandez, David N. Keck and Mark A. McKibben

International Journal of Stochastic Analysis, 2007, vol. 2007, 1-26

Abstract:

We investigate a class of abstract stochastic evolution equations driven by a fractional Brownian motion (fBm) dependent upon a family of probability measures in a real separable Hilbert space. We establish the existence and uniqueness of a mild solution, a continuous dependence estimate, and various convergence and approximation results. Finally, the analysis of three examples is provided to illustrate the applicability of the general theory.

Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:069747

DOI: 10.1155/2007/69747

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