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相关论文: Stochastic impulsive fractional differential evolu…

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Known investigations of nonlinear evolution equations $${dx\over dt} + A(t)x(t) = f(t)\ ,\quad x(t_{0}) = x^{0},\ \quad t_{0} \le t < \infty\ , \eqno(0.1)$$ with monotone operators $A(t)$ acting from reflexive Banach space $B$ to dual space…

funct-an · 数学 2016-08-31 Ya. I. Alber

In this article, using DiPerna-Lions theory \cite{Di-Li}, we investigate linear second order stochastic partial differential equations with unbounded and degenerate non-smooth coefficients, and obtain several conditions for existence and…

概率论 · 数学 2009-08-24 Xicheng Zhang

This paper presents a survey of maximal inequalities for stochastic convolutions in $2$-smooth Banach spaces and their applications to stochastic evolution equations.

概率论 · 数学 2021-04-28 Jan van Neerven , Mark Veraar

Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…

偏微分方程分析 · 数学 2018-09-03 Lorenzo Toniazzi

The mild Ito formula proposed in Theorem 1 in [Da Prato, G., Jentzen, A., \& R\"ockner, M., A mild Ito formula for SPDEs, arXiv:1009.3526 (2012), To appear in the Trans.\ Amer.\ Math.\ Soc.] has turned out to be a useful instrument to study…

概率论 · 数学 2021-11-02 Sonja Cox , Arnulf Jentzen , Ryan Kurniawan , Primož Pušnik

The main objective of this paper is the construction of the solution of an impulsive stochastic differential equation, subject to control conditions in the pulse-times and give sufficient conditions for them to be random variables with…

概率论 · 数学 2015-08-24 Ricardo Castro Santis

We study the stability of general $n$-dimensional nonautonomous linear differential equations with infinite delays. Delay independent criteria, as well as criteria depending on the size of some finite delays are established. In the first…

经典分析与常微分方程 · 数学 2020-10-09 Teresa Faria

In this paper we prove existence and pathwise uniqueness for a class of stochastic differential equations (with coefficients $\sigma_{ij},b_i$ and initial condition $y$ in the space of tempered distributions) that maybe viewed as a…

概率论 · 数学 2017-06-29 B. Rajeev

A strong inspiration for studying Sobolev type fractional evolution equations comes from the fact that have been verified to be useful tools in the modeling of many physical processes. We introduce a novel technique for solving Sobolev type…

偏微分方程分析 · 数学 2021-02-23 Nazim I. Mahmudov , Arzu Ahmadova , Ismail T. Huseynov

Understanding how time delays impact the stability of a delay differential equation is important for modeling many natural and technological systems that experience time delays. Here we introduce a new stability criterion for…

动力系统 · 数学 2025-08-25 Quinlan Leishman , Benjamin Webb

The purpose of this paper is to study stochastic evolution inclusions of the form \begin{align*} \eta(t,z) N_{\Theta}(dt \otimes z)\in dX(t)+\mathcal{A} X(t)dt, \end{align*} where $\mathcal{A}$ is a multi-valued operator acting on a…

概率论 · 数学 2017-10-06 Alexander Nerlich

In this paper, we focus on the solvability of a class of fractional backward stochastic differential equations (BSDEs, for short) with delayed generator. In this class of equations, the generator includes not only the values of the…

概率论 · 数学 2022-12-01 Jiaqiang Wen

In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…

动力系统 · 数学 2020-09-23 Arzu Ahmadova , Ismail T. Huseynov , Nazim I. Mahmudov

We provide a new approach to obtain solutions of certain evolution equations set in a Banach space and equipped with nonlocal boundary conditions. From this approach we derive a family of numerical schemes for the approximation of the…

数值分析 · 数学 2024-02-13 Paola Boito , Yuli Eidelman , Luca Gemignani

In this note, we shall consider the existence of invariant measures for a class of infinite dimensional stochastic functional differential equations with delay whose driving semigroup is eventually norm continuous. The results obtained are…

概率论 · 数学 2014-02-11 Kai Liu

In this paper, we investigate abstract time-fractional evolution equations with nonlinear perturbations. We construct solutions of Lipschitz perturbation problems in arbitrary large time interval independent of the Lipschitz constants. We…

偏微分方程分析 · 数学 2021-09-21 Mizuki Kojima

The paper deals with a class of cooperative functional differential equations (FDEs) with infinite delay, for which sufficient conditions for persistence and permanence are established. Here, the persistence refers to all solutions with…

经典分析与常微分方程 · 数学 2017-03-02 Teresa Faria

Convergence of a full discretization of a second order stochastic evolution equation with nonlinear damping is shown and thus existence of a solution is established. The discretization scheme combines an implicit time stepping scheme with…

概率论 · 数学 2016-10-12 Etienne Emmrich , David Šiška

In this paper we study a nonlinear size-structured population model with distributed delay in the recruitment. The delayed problem is reduced into an abstract initial value problem of an ordinary differential equation in the Banach space by…

偏微分方程分析 · 数学 2014-04-15 Meng Bai , Shihe Xu

In this paper, using the monotone iterative technique and the Banach contraction mapping principle, we study a class of fractional differential system with integral boundary on an infinite interval. Some explicit monotone iterative schemes…

泛函分析 · 数学 2020-05-19 Yaohong Li , Wei Cheng , Jiafa Xu