Related papers: Asymptotical stability of differential equations d…
Sensitivity analysis w.r.t. the long-range/memory noise parameter for probability distributions of functionals of solutions to stochastic differential equations is an important stochastic modeling issue in many applications. In this paper…
Local asymptotic stability analysis is conducted for an initial-boundary-value problem of a Korteweg-de Vries equation posed on a finite interval $\left[0, 2\pi \sqrt{7/3}\right]$. The equation comes with a Dirichlet boundary condition at…
Local Schauder estimates hold in the nonuniformly elliptic setting. Specifically, first derivatives of solutions to nonuniformly elliptic variational problems and elliptic equations are locally H\"older continuous, provided coefficients are…
Our aim in this paper is to establish some strong stability properties of a solution of a stochastic differential equation driven by a fractional Brownian motion for which the pathwise uniqueness holds. The results are obtained using…
The local stability of the solution map to a parametric boundary control problem governed by semilinear elliptic equations with finite mixed pointwise constraints is considered in this paper. We prove that the solution map is locally…
In this paper, we reconsider the well-known result of Pego-Weinstein \cite{MR1289328} that soliton solutions to the Korteweg-deVries equation are asymptotically stable in exponentially weighted spaces. In this work, we recreate this result…
We develop symbolic methods of asymptotic approximations for solutions of linear ordinary differential equations and use to them stabilize numerical calculations. Our method follows classical analysis for first-order systems and…
In this paper, we discuss the relationships between stability and almost periodicity for solutions of stochastic differential equations. Our essential idea is to get stability of solutions or systems by some inherited properties of Lyapunov…
We study the traditional backward Euler method for $m$-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H > 1/2$ whose drift coefficient satisfies the one-sided Lipschitz condition.…
The Navier-Stokes equations in a two-dimensional exterior domain are considered. The asymptotic stability of stationary solutions satisfying a general hypothesis is proven under any $L^2$-perturbation. In particular the general hypothesis…
We investigate the Local Asymptotic Property for fractional Brownian models based on discrete observations contaminated by a Gaussian moving average process. We consider both situations of low and high-frequency observations in a unified…
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…
A parameter estimation problem is considered for a diagonaliazable stochastic evolution equation using a finite number of the Fourier coefficients of the solution. The equation is driven by additive noise that is white in space and…
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion with Hurst parameter H > 1/2 have similar ergodic properties as SDEs driven by standard Brownian motion. The focus in this article is on…
In this paper, we will investigate the moment exponential stabilization of highly nonlinear hybrid stochastic differential delay equations. A periodically intermittent controller based on discrete time state observations with asynchronous…
In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward…
This paper establishes the averaging method to a coupled system consisting of two stochastic differential equations which has a slow component driven by fractional Brownian motion (FBM) with less regularity $1/3< H \leq 1/2$ and a fast…
In this paper we obtain Gaussian-type lower bounds for the density of solutions to stochastic differential equations (SDEs) driven by a fractional Brownian motion with Hurst parameter $H$. In the one-dimensional case with additive noise,…
A nonlinear parabolic differential equation with a quadratic nonlinearity is presented which has at least one equilibrium. The linearization about this equilibrium is asymptotically stable, but by using a technique inspired by H. Fujita, we…
We consider a stochastic linear transport equation with a globally H\"{o}lder continuous and bounded vector field. Opposite to what happens in the deterministic case where shocks may appear, we show that the unique solution starting with a…