Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion

Abstract

Abstract Linear and semilinear stochastic evolution equations with additive noise, where the forcing term is an infinite dimensional fractional Brownian motion are studied. Under usual dissipativity conditions the equations are shown to define random dynamical systems which have unique, exponentially attracting fixed points. The results are applied to stochastic parabolic PDE's. They are also applicable to standard finite-dimensional dissipative stochastic equation driven by fractional Brownian motion.