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In this paper, we consider the random attractors for a class of locally monotone stochastic partial differential equations perturbed by the linear multiplicative fractional Brownian motion with Hurst index $H\in(\frac{1}{2},1)$. We obtain…

Probability · Mathematics 2023-11-30 Qiyong Cao , Hongjun Gao

In probability theory, how to approximate the solution of a stochastic differential equation is an important topic. In Watanabe's classical textbook, by an approximation of the Wiener process, solutions of approximated equations converge to…

Probability · Mathematics 2026-04-28 Xi Lin

An abstract framework for studying the asymptotic behavior of a dissipative evolutionary system $\mathcal{E}$ with respect to weak and strong topologies was introduced in [8] primarily to study the long-time behavior of the 3D Navier-Stokes…

Dynamical Systems · Mathematics 2007-05-23 Alexey Cheskidov

We provide an abstract variational existence and uniqueness result for multi-valued, monotone, non-coercive stochastic evolution inclusions in Hilbert spaces with general additive and Wiener multiplicative noise. As examples we discuss…

Probability · Mathematics 2013-12-05 Benjamin Gess , Jonas M. Tölle

We study Markovian symmetry and non-symmetry random evolutions in $\mathbf{R}^n$. Weak convergence of Markovian symmetry random evolution to Wiener process and of Markovian non-symmetry random evolution to a diffusion process with drift is…

Probability · Mathematics 2011-12-30 Igor V. Samoilenko

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

Probability · Mathematics 2007-07-24 S. V. Lototsky

This paper is concerned with the asymptotic behavior of solutions of the two-dimensional Navier-Stokes equations with both non-autonomous deterministic and stochastic terms defined on unbounded domains. We first introduce a continuous…

Analysis of PDEs · Mathematics 2012-04-24 Bixiang Wang

This paper addresses the existence of nonnegative mild solutions for stochastic evolution inclusions through a weak topology approach. Precisely, the study focuses on stochastic evolution inclusions characterized by multivalued…

Probability · Mathematics 2025-08-26 Lucia Angelini , Irene Benedetti , Alessandra Cretarola

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

Mathematical Physics · Physics 2019-06-26 Martin Kolb , Matthias Liesenfeld

Weak convergence of the stochastic evolutionary system to the average evolutionary system is proved. The method proposed by R.Liptser in for semimartingales is used. But we apply a solution of singular perturbation problem instead of…

Probability · Mathematics 2009-11-03 I. V. Samoilenko

We provide a unified analytic approach to study stationary states of controlled differential equations driven by rough paths, using the framework of random dynamical systems and random attractors. Part I deals with driving paths of finite…

Probability · Mathematics 2020-07-14 Luu Hoang Duc , Phan Thanh Hong

For a process U(t,s) acting on a one-parameter family of normed spaces, we present a notion of time-dependent attractor based only on the minimality with respect to the pullback attraction property. Such an attractor is shown to be…

Dynamical Systems · Mathematics 2012-09-27 Monica Conti , Vittorino Pata , Roger Temam

We investigate stochastic parabolic evolution equations with time-dependent random generators and locally Lipschitz continuous drift terms. Using pathwise mild solutions, we construct an infinite-dimensional stationary Ornstein-Uhlenbeck…

Probability · Mathematics 2025-02-04 Alexandra Blessing , Tim Seitz , Stefanie Sonner , Bao Quoc Tang

We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently…

Numerical Analysis · Mathematics 2013-07-17 M. Kovács , S. Larsson , F. Lindgren

In this work we study nonuniform exponential dichotomies and existence of pullback and forward attractors for evolution processes associated to nonautonomous differential equations. We define a new concept of nonuniform exponential…

Dynamical Systems · Mathematics 2021-12-14 Jose Antonio Langa , Rafael Obaya , Alexandre N. Oliveira-Sousa

The paper is devoted to constructing a random exponential attractor for some classes of stochastic PDE's. We first prove the existence of an exponential attractor for abstract random dynamical systems and study its dependence on a parameter…

Analysis of PDEs · Mathematics 2012-08-17 Armen Shirikyan , Sergey Zelik

We prove the existence of weak solutions for distribution-dependent stochastic Volterra equations under linear growth and continuity conditions on the coefficients and mild regularity assumptions on the kernels, including singular kernels.…

Probability · Mathematics 2026-04-28 Martin Bergerhausen , David J. Prömel

We perform a qualitative analysis of the critical equation associated with a stationary ergodic Hamiltonian through a stochastic version of the metric method, where the notion of closed random stationary set, issued from stochastic…

Analysis of PDEs · Mathematics 2016-02-10 Andrea Davini , Antonio Siconolfi

The nonlocal porous medium equation considered in this paper is a degenerate nonlinear evolution equation involving a space pseudo-differential operator of fractional order. This space-fractional equation admits an explicit, nonnegative,…

Probability · Mathematics 2019-02-05 Alessandro De Gregorio

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