Almost Sure Averaging for Evolution Equations Driven by Fractional Brownian Motions

We apply the averaging method to a coupled system consisting of two evolution equations winch has a slow component driven by fractional Brownian motion (FBM) with the Hurst parameter Hi > | and a fast component driven by additive FBM with the Hurst parameter H2 ∈ (1 — Η1,1). The main purpose is to show that the slow component of such a coupled system can be described by a stochastic evolution equation with averaged coefficients. Our first result provides a pathwise mild solution for the system of mixed stochastic evolution equations. Our main result deals with an averaging procedure which proves that the slow component converges almost surely to the solution of the corresponding averaged equation using the approach of time discretization. To do this we generate a stationary solution by an exponentially attracting random fixed point of the random dynamical system generated by the fast component.