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We prove that distribution dependent (also called McKean--Vlasov) stochastic delay equations of the form \begin{equation*} \mathrm{d}X(t)= b(t,X_t,\mathcal{L}_{X_t})\mathrm{d}t+ \sigma(t,X_t,\mathcal{L}_{X_t})\mathrm{d}W(t) \end{equation*}…

Probability · Mathematics 2020-05-18 Rico Heinemann

The goal of this article is to establish local Lipschitz continuity of weak solutions for a class of degenerated elliptic equations of divergence form, in the Heisenberg Group. The considered hypothesis for the growth and ellipticity…

Analysis of PDEs · Mathematics 2021-06-18 Shirsho Mukherjee

We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…

Probability · Mathematics 2023-06-01 Davide Addona , Federica Masiero , Enrico Priola

In this paper,under an abstract setting we establish the existence of spatially inhomogeneous steady states and the asymptotic propagation properties for a large class of monotone evolution systems without spatial translation invariance.…

Analysis of PDEs · Mathematics 2020-07-09 Taishan Yi , Xiao-Qiang Zhao

We provide explicit conditions for uniform stability, global asymptotic stability and uniform exponential stability for dynamic equations with a single delay and a nonnegative coefficient. Some examples on nonstandard time scales are also…

Dynamical Systems · Mathematics 2019-02-21 Elena Braverman , Basak Karpuz

We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and…

Probability · Mathematics 2017-08-02 Ying Hu , Shanjian Tang

This article is a sequel to [M.Z.Z.1] aimed at completing the characterization of the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near…

Probability · Mathematics 2008-09-19 Salah-Eldin A. Mohammed , Tusheng Zhang , Huaizhong Zhao

In this paper we show that the existence of a Lyapunov-Krasovskii functional is necessary and sufficient condition for the uniform global asymptotic stability and the global exponential stability of time-invariant systems described by…

Dynamical Systems · Mathematics 2012-06-18 Pierdomenico Pepe , Iasson Karafyllis

This paper is dedicated to the investigation of the asymptotic behavior of a delayed wave equation without the presence of any position term. First, it is shown that the problem is well-posed in the sense of semigroups theory. Thereafter,…

Analysis of PDEs · Mathematics 2017-10-11 Kaïs Ammari , Boumediène Chentouf

We consider a differential model describing nonisothermal fast phase separation processes taking place in a three-dimensional bounded domain. This model consists of a viscous Cahn-Hilliard equation characterized by the presence of an…

Analysis of PDEs · Mathematics 2007-05-23 Maurizio Grasselli , Hana Petzeltova , Giulio Schimperna

The work concerns a class of path-dependent McKean-Vlasov stochastic differential equations with unknown parameters. First, we prove the existence and uniqueness of these equations under non-Lipschitz conditions. Second, we construct…

Probability · Mathematics 2020-06-03 Meiqi Liu , Huijie Qiao

A general reaction-diffusion equation with spatiotemporal delay and homogeneous Dirichlet boundary condition is considered. The existence and stability of positive steady state solutions are proved via studying an equivalent…

Analysis of PDEs · Mathematics 2021-02-24 Wenjie Zuo , Junping Shi

In this paper, we establish the Stroock-Varadhan type support theorems for stochastic differential equations (SDEs) under Lyapunov conditions, which significantly improve the existing results in the literature where the coefficients of the…

Probability · Mathematics 2024-03-05 Qi Li , Jianliang Zhai , Tusheng Zhang

We investigate slowly converging solutions for non-linear evolution equations of elliptic or parabolic type. These equations arise from the study of isolated singularities in geometric variational problems. Slowly converging solutions have…

Analysis of PDEs · Mathematics 2023-04-06 Beomjun Choi , Pei-Ken Hung

We formulate and prove a {\it Local Stable Manifold Theorem\/} for stochastic differential equations (sde's) that are driven by spatial Kunita-type semimartingales with stationary ergodic increments. Both Stratonovich and It\^o-type…

Probability · Mathematics 2016-09-07 Salah-Eldin A. Mohammed , Michael K. R. Scheutzow

This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under the weakly local Lipschitz and some suitable conditions, a generic truncated Euler-Maruyama (TEM) scheme for SDDEs is…

Numerical Analysis · Mathematics 2020-08-20 Guoting Song , Junhao Hu , Shuaibin Gao , Xiaoyue Li

We present Lyapunov stability and asymptotic stability theorems for steady state solutions of general state-dependent delay differential equations (DDEs) using Lyapunov-Razumikhin methods. Our results apply to DDEs with multiple discrete…

Dynamical Systems · Mathematics 2021-12-03 A. R. Humphries , F. M. G. Magpantay

In this paper, we propose a gradient type term for the $k$-Hessian equation that extends for $k>1$ the classical quadratic gradient term associated with the Laplace equation. We prove that such as gradient term is invariant by the…

Analysis of PDEs · Mathematics 2024-04-01 Mykael de Araújo Cardoso , Jefferson de Brito Sousa , José Francisco de Oliveira

The multiplicative non-linearity term is usually assumed to be globally Lipschitz in most results on SPDEs. This work proves that the solutions fail to exist if the non-linearity term grows faster than linear growth. The global…

Probability · Mathematics 2017-06-09 Ejighikeme McSylvester Omaba , Emmanuel Nwaeze , Louis Okechukwu Omenyi

Under a Lipschitz condition on distribution dependent coefficients, the central limit theorem and the moderate deviation principle are obtained for solutions of McKean-Vlasov type stochastic differential equations, which extend from the…

Probability · Mathematics 2019-11-12 Yongqiang Suo , Chenggui Yuan