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We consider a stochastic lattice Cahn-Hilliard equation with nonautonomous nonlinear noise. First, we prove the existence of pullback random attractors in $\ell^2$ for the generated nonautonomous random dynamical system. Then, we construct…

Probability · Mathematics 2024-04-24 Jintao Wang , Dongdong Zhu , Chunqiu Li

We study distribution dependent stochastic differential equations with irregular, possibly distributional drift, driven by an additive fractional Brownian motion of Hurst parameter $H\in (0,1)$. We establish strong well-posedness under a…

Probability · Mathematics 2021-06-01 Lucio Galeati , Fabian A. Harang , Avi Mayorcas

We survey the theory of attractors of nonlinear Hamiltonian partial differential equations since its appearance in 1990. These are results on global attraction to stationary states, to solitons and to stationary orbits, on adiabatic…

Analysis of PDEs · Mathematics 2023-01-02 Andrew Comech , Alexander Komech , Elena Kopylova

Using a new and general method, we prove the existence of random attractor for the three dimensional stochastic primitive equations defined on a manifold $\D\subset\R^3$ improving the existence of weak attractor for the deterministic model.…

Analysis of PDEs · Mathematics 2017-07-10 Lidan Wang , Guoli Zhou

In this paper, we study small-time asymptotic behaviors for a class of distribution dependent stochastic differential equations driven by fractional Brownian motions with Hurst parameter $H\in(1/2,1)$ and magnitude $\ep^H$. By building up a…

Probability · Mathematics 2022-07-05 Xiliang Fan , Ting Yu , Chenggui Yuan

The paper suggests a way of stochastic integration of random integrands with respect to fractional Brownian motion with the Hurst parameter H> 1/2. The integral is defined initially on the processes that are "piecewise" predictable on a…

Probability · Mathematics 2020-04-21 Nikolai Dokuchaev

In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…

Numerical Analysis · Mathematics 2022-01-27 Daxin Nie , Jing Sun , Weihua Deng

We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\textgreater{}1/2$ and multiplicative noise component $\sigma$.…

Probability · Mathematics 2016-01-18 Joaquin Fontbona , Fabien Panloup

We consider Hilbert-valued evolution equations driven by H\"{o}lder paths with H\"{o}lder index greater than 1/2, which includes the case of fractional noises with Hurst parameters in (1/2,1). The assumptions of the drift term will not be…

Dynamical Systems · Mathematics 2019-03-06 M. J. Garrido-Atienza , B. Schmalfuss , J. Valero

We prove the existence of a global random attractor for a certain class of stochastic partly dissipative systems. These systems consist of a partial (PDE) and an ordinary differential equation (ODE), where both equations are coupled and…

Probability · Mathematics 2020-03-10 Christian Kuehn , Alexandra Neamtu , Anne Pein

In this work we study the smoothing effect of rough differential equations driven by a fractional Brownian motion with parameter $H>1/4$. The regularization estimates we obtain generalize to the fractional Brownian motion previous results…

Probability · Mathematics 2013-04-18 Fabrice Baudoin , Cheng Ouyang , Xuejing Zhang

In this paper, we investigate large-scale linear systems driven by a fractional Brownian motion (fBm) with Hurst parameter $H\in [1/2, 1)$. We interpret these equations either in the sense of Young ($H>1/2$) or Stratonovich ($H=1/2$).…

Numerical Analysis · Mathematics 2026-04-01 Nahid Jamshidi , Martin Redmann

We survey the theory of attractors of nonlinear Hamiltonian partial differential equations since its appearance in 1990. These are results on global attraction to stationary states, to solitons and to stationary orbits, on adiabatic…

Mathematical Physics · Physics 2020-06-24 Alexander Komech , Elena Kopylova

We consider a stochastic boundary value elliptic problem on a bounded domain $D\subset \mathbb{R}^k$, driven by a fractional Brownian field with Hurst parameter $H=(H_1,...,H_k)\in[{1/2},1[^k$. First we define the stochastic convolution…

Probability · Mathematics 2009-05-06 Marta Sanz-Solé , Iván Torrecilla

In this paper, we study a conditional distribution dependent stochastic differential equations driven by standard Brownian motion and fractional Brownian motion with Hurst exponent $H>\frac{1}{2}$ simultaneously. First, the existence and…

Probability · Mathematics 2025-05-01 Li Tan , Shengrong Wang

This paper focuses on controllability results of stochastic delay partial functional integro-differential equations perturbed by fractional Brownian motion. Sufficient conditions are established using the theory of resolvent operators…

Probability · Mathematics 2015-03-30 El Hassan Lakhel

We consider the pullback attractors for non-autonomous dynamical systems generated by stochastic lattice differential equations with non-autonomous deterministic terms. We first establish a sufficient condition for existence of pullback…

Dynamical Systems · Mathematics 2014-04-03 Anhui Gu , Yangrong Li

We investigate numerical approximations for the stochastic Burgers equation driven by an additive cylindrical fractional Brownian motion with Hurst parameter $H \in (\frac{1}{2}, 1)$. To discretize the continuous problem in space, a…

Numerical Analysis · Mathematics 2026-04-21 Yibo Wang , Wanrong Cao

This work is concerned about the asymptotic behavior of the solutions of the two and three dimensional stochastic convective Brinkman-Forchheimer (SCBF) equations driven by white noise with nonlinear diffusion terms. We prove the existence…

Probability · Mathematics 2022-02-25 Kush Kinra , Manil T. Mohan

This article is concerned with stochastic differential equations driven by a $d$ dimensional fractional Brownian motion with Hurst parameter $H>1/4$, understood in the rough paths sense. Whenever the coefficients of the equation satisfy a…

Probability · Mathematics 2020-08-05 Xi Geng , Cheng Ouyang , Samy Tindel