Related papers: Existence of Invariant Measures of Stochastic Syst…

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme using space and time truncation, requiring only finite…

A distributional equation as a criterion for invariant measures of Markov processes associated to L\'evy-type operators is established. This is obtained via a characterization of infinitesimally invariant measures of the associated…

This article deals with higher order Caputo fractional variational problems with the presence of delay in the state variables and their integer higher order derivatives.

We prove existence of invariant measures for the Markovian semigroup generated by the solution to a parabolic semilinear stochastic PDE whose nonlinear drift term satisfies only a kind of symmetry condition on its behavior at infinity, but…

Random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniformly continuous and contractive are considered. A non-degeneracy and a…

For the 1-dimensional Kuramoto-Sivashinsky equation with random forcing term, existence and uniqueness of solutions is proved. Then, the Markovian semigroup is well defined; its properties are analyzed, in order to provide sufficient…

We study long-term behavior and stationary distributions for stochastic heat equations forced simultaneously by a multiplicative noise and an independent additive noise with the same distribution. We prove that nontrivial space-time…

We study periodic points and finitely supported invariant measures for continuous semigroup actions. Introducing suitable notions of periodicity in both topological and measure-theoretical contexts, we analyze the space of invariant Borel…

We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…

Important information about the dynamical structure of a differential system can be revealed by looking into its invariant compact manifolds, such as equilibria, periodic orbits, and invariant tori. This knowledge is significantly increased…

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

The work concerns invariant measures for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the exponential ergodicity of these equations. Then for a sequence of these equations, when their coefficients…

The paper deals with the problem of integration of equations of motion in nonholonomic systems. By means of well-known theory of the differential equations with an invariant measure the new integrable systems are discovered. Among them…

In this paper, we consider a linear heat equation with constant coefficients and a single constant delay. Such equations are commonly used to model and study various problems arising in ecology and population biology when describing the…

Under an hypothesis of non-degeneracy of the flux, we study the long-time behaviour of periodic scalar first-order conservation laws with stochastic forcing in any space dimension. For sub-cubic fluxes, we show the existence of an invariant…

Introducing certain singularities, we generalize the class of one-dimensional stochastic differential equations with so-called generalized drift. Equations with generalized drift, well-known in the literature, possess a drift that is…

We consider a 2D stochastic modified Swift-Hohenberg equations with multiplicative noise and periodic boundary. First, we establish the existence of local and global martingale and pathwise solutions in the regular Sobolev space $H^{2m}$…

We propose a Hilbert space solution theory for a nonhomogeneous heat equation with delay in the highest order derivatives with nonhomogeneous Dirichlet boundary conditions in a bounded domain. Under rather weak regularity assumptions on the…

In this article, we systematically explain how to apply the analytical technique called the invariant subspace method to find various types of analytical solutions for a coupled nonlinear time-fractional system of partial differential…