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This paper studies a stochastic functional differential equation driven by a fractional Brownian motion with Hurst parameter H>1/2, constrained to be reflected at 0. We prove the existence of solutions using the Euler method. However,…

Probability · Mathematics 2024-10-02 Chadad Monir

We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution…

Probability · Mathematics 2021-02-10 Christian Kuehn , Alexandra Neamtu , Stefanie Sonner

We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…

Analysis of PDEs · Mathematics 2014-10-27 Hakima Bessaih , María J. Garrido-Atienza , Björn Schmalfuss

In this paper we study the longtime dynamics of mild solutions to retarded stochastic evolution systems driven by a Hilbert-valued Brownian motion. As a preparation for this purpose we have to show the existence and uniqueness of a cocycle…

Dynamical Systems · Mathematics 2013-02-12 Hakima Bessaih , María J. Garrido-Atienza , Björn Schmalfuss

In this paper we consider the Stochastic isothermal, nonlinear, incompressible bipolar viscous fluids driven by a genuine cylindrical fractional Bronwnian motion with Hurst parameter $H \in (1/4,1/2)$ under Dirichlet boundary condition on…

Dynamical Systems · Mathematics 2011-12-24 Jin Li , Jianhua Huang

In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are…

Probability · Mathematics 2021-04-21 Lidan Wang , Guoli Zhou

A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian…

Mathematical Physics · Physics 2011-07-15 Jin Li , Jianhua Huang

This paper is devoted to the synchronization of stochastic differential equations driven by the linear multiplicative fractional Brownian motion with Hurst parameter $H\in(\frac{1}{2},1)$. We firstly prove that the equation has a unique…

Probability · Mathematics 2023-12-12 Wei Wei , Hongjun Gao , Qiyong Cao

We prove the existence of random attractors for a large class of degenerate stochastic partial differential equations (SPDE) perturbed by joint additive Wiener noise and real, linear multiplicative Brownian noise, assuming only the standard…

Probability · Mathematics 2015-06-05 Benjamin Gess

The longtime and global pullback dynamics of stochastic Hindmarsh-Rose equations with multiplicative noise on a three-dimensional bounded domain in neurodynamics is investigated in this work. The existence of a random attractor for this…

Analysis of PDEs · Mathematics 2019-08-14 Chi Phan

We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H>1/2 and a…

Probability · Mathematics 2022-01-27 João Guerra , David Nualart

We study the long time behavior of the solutions to the 2D stochastic quasi-geostrophic equation on $\mathbb{T}^2$ driven by additive noise and real linear multiplicative noise in the subcritical case (i.e. $\alpha>1/2$) by proving the…

Probability · Mathematics 2013-03-26 RongChan Zhu , XiangChan Zhu

We study the random attractors associated with the stochastic fractional Schr\"odinger equation on $\mathbb{R}^n$. Utilizing the stochastic Strichartz estimates for the damped fractional Schr\"odinger equation with Gaussian noise, we show…

Analysis of PDEs · Mathematics 2025-03-13 Li Lin , Yanjie Zhang , Ao Zhang

The existence of random attractors for singular stochastic partial differential equations (SPDE) perturbed by general additive noise is proven. The drift is assumed only to satisfy the standard assumptions of the variational approach to…

Probability · Mathematics 2011-11-02 Benjamin Gess

In this paper, we study the problem of Poisson stability of solutions for stochastic semi-linear evolution equation driven by fractional Brownian motion \mathrm{d} X(t)= \left( AX(t) + f(t, X(t)) \right) \mathrm{d}t + g\left(t,…

Dynamical Systems · Mathematics 2024-10-22 Xinze Zhang , Li Yong , Xue Yang

Asymptotic random dynamics of weak solutions for a damped stochastic wave equation with the nonlinearity of arbitrarily large exponent and the additive noise on $\mathbb{R}^n$ is investigated. The existence of a pullback random attractor is…

Analysis of PDEs · Mathematics 2014-11-25 Hongyan Li , Yuncheng You

In this paper we consider the controllability of certain class of non-autonomous neutral evolution stochastic functional differential equations, with time varying delays, driven by a fractional Brownian motion in a separable real Hilbert…

Probability · Mathematics 2015-04-01 E. Lakhel

In this note we prove an existence and uniqueness result for the solution of multidimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter…

Probability · Mathematics 2012-03-05 Mireia Besalú , Carles Rovira

The aim of this paper is to prove the existence and qualitative property of random attractors for a stochastic nonlocal delayed reaction-diffusion equation (SNDRDE) on a semi-infinite interval with a Dirichlet boundary condition on the…

Dynamical Systems · Mathematics 2023-02-14 Wenjie Hu , Quanxin Zhu , Tomás Caraballo

Unique existence of solutions to porous media equations driven by continuous linear multiplicative space-time rough signals is proven for initial data in $L^1(\mathcal {O})$ on bounded domains $\mathcal {O}$. The generation of a continuous,…

Probability · Mathematics 2014-02-27 Benjamin Gess