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相关论文: Asymptotic stability for stochastic dissipative sy…

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In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are…

概率论 · 数学 2021-04-21 Lidan Wang , Guoli Zhou

The main goal of this article is to prove the existence of a random attractor for a stochastic evolution equation driven by a fractional Brownian motion with $H\in (1/2,1)$. We would like to emphasize that we do not use the usual cohomology…

偏微分方程分析 · 数学 2013-07-26 H. Gao , M. J. Garrido-Atienza , B. Schmalfuss

In this manuscript, we establish asymptotic local exponential stability of the trivial solution of differential equations driven by H\"older--continuous paths with H\"older exponent greater than $1/2$. This applies in particular to…

动力系统 · 数学 2016-04-22 María J. Garrido-Atienza , Andreas Neuenkirch , Björn Schmalfuß

This paper addresses the exponential stability of the trivial solution of some types of evolution equations driven by H\"older continuous functions with H\"older index greater than $1/2$. The results can be applied to the case of equations…

偏微分方程分析 · 数学 2017-05-05 Luu Hoang Duc , María J. Garrido-Atienza , Andreas Neuenkirch , Björn Schmalfuß

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

概率论 · 数学 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

We extend the Lyapunov function technique, a fundamental tool for investigating asymptotic stability and existence of attractors for ordinary differential equations, by introducing the notion of a {\it strong Lyapunov function} for an…

动力系统 · 数学 2025-12-23 Luu Hoang Duc , Jürgen Jost

We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then the deterministic system explodes in finite time, but the…

动力系统 · 数学 2022-06-17 Matti Leimbach , Jonathan C. Mattingly , Michael Scheutzow

The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…

偏微分方程分析 · 数学 2020-06-19 Benjamin Gess , Scott Smith

In this paper, we claim the availability of deterministic noises for stabilization of the origins of dynamical systems, provided that the noises have unbounded variations. To achieve the result, we first consider the system representations…

系统与控制 · 计算机科学 2022-09-20 Yuki Nishimura

The existence, uniqueness, and exponential stability results for mild solutions to the fractional neutral stochastic differential system are presented in this article. To demonstrate the results, the concept of bounded integral contractors…

动力系统 · 数学 2024-02-16 Dimplekumar Chalishajar , K. Dhanalakshmi , K. Ramkumar , K. Ravikumar

We propose a quantitative direct method of proving the stability result for Gaussian rough differential equations in the sense of Gubinelli \cite{gubinelli}. Under the strongly dissipative assumption of the drift coefficient function, we…

概率论 · 数学 2019-01-24 Luu Hoang Duc

We discuss a system of stochastic differential equations with a stiff linear term and additive noise driven by fractional Brownian motions (fBms) with Hurst parameter H>1/2, which arise e. g., from spatial approximations of stochastic…

概率论 · 数学 2024-05-10 Minoo Kamrani , Kristian Debrabant , Nahid Jamshidi

We study small noise large deviation asymptotics for stochastic differential equations with a multiplicative noise given as a fractional Brownian motion $B^H$ with Hurst parameter $H>\frac12$. The solutions of the stochastic differential…

概率论 · 数学 2020-06-18 Amarjit Budhiraja , Xiaoming Song

This paper is mainly concerned with a kind of fractional stochastic evolution equations driven by L\'evy noise in a bounded domain. We first state the well-posedness of the problem via iterative approximations and energy estimates. Then,…

概率论 · 数学 2025-01-28 Jiaohui Xu , Tomás Caraballo , José Valero

In this paper, we establish existence and uniqueness of strong solutions for a stochastic differential equation driven by an additive noise given by the sum of two correlated fractional Brownian sheets with different Hurst parameters. Our…

概率论 · 数学 2026-03-11 Rachid Belfadli , Youssef Ouknine , Ercan Sönmez

In this paper, we study the problem of Poisson stability of solutions for stochastic semi-linear evolution equation driven by fractional Brownian motion \mathrm{d} X(t)= \left( AX(t) + f(t, X(t)) \right) \mathrm{d}t + g\left(t,…

动力系统 · 数学 2024-10-22 Xinze Zhang , Li Yong , Xue Yang

We propose a quantitative direct method of proving the stability result for Gaussian rough differential equations in the sense of Gubinelli \cite{gubinelli}. Under the strongly dissipative assumption of the drift coefficient function, we…

概率论 · 数学 2019-05-21 Luu Hoang Duc

We study an extended system that without noise shows a monostable dynamics, but when submitted to an adequate multiplicative noise, an effective bistable dynamics arise. The stochastic resonance between the attractors of the…

统计力学 · 物理学 2009-11-10 B. von Haeften , G. Izús , S. Mangioni , A. D. Sánchez , H. S. Wio

In this paper, we study a class of dissipative stochastic differential equations driven by nonlinear multiplicative fractional Brownian noise with Hurst index $H \in \left(\frac{1}{3},\frac{1}{2})\cup(\frac{1}{2}, 1\right) $. We establish…

概率论 · 数学 2025-10-02 Qiyong Cao , Hongjun Gao , Wei Wei

We study the problem of stabilization for the acoustic system with a spatially distributed damping. Imposing various hypotheses on the structural properties of the damping term, we identify either exponential or polynomial decay of…

偏微分方程分析 · 数学 2012-08-23 K. Ammari , E. Feireisl , S. Nicaise
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