Multi‐valued backward stochastic differential equations driven by G‐Brownian motion and its applications
Sign Up to like & getrecommendations! Published in 2017 at "Mathematical Methods in The Applied Sciences"
DOI: 10.1002/mma.4335
Abstract: In this paper, we prove the existence and uniqueness of a solution for a class of backward stochastic differential equations driven by G-Brownian motion with subdifferential operator by means of the Moreau–Yosida approximation method. Moreover,… read more here.
Keywords: stochastic differential; backward stochastic; brownian motion; equations driven ... See more keywords
The exponential behavior of 3D stochastic primitive equations driven by fractional noise
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DOI: 10.1002/mma.7181
Abstract: In this article, we study the exponential behavior of 3D stochastic primitive equations driven by fractional noise. Since fractional Brownian motion is essentially different from Brownian motion, the standard method via classic stochastic analysis tools… read more here.
Keywords: fractional noise; driven fractional; equations driven; primitive equations ... See more keywords
Solvability and Stability for Neutral Stochastic Integro-differential Equations Driven by Fractional Brownian Motion with Impulses
Sign Up to like & getrecommendations! Published in 2018 at "Mediterranean Journal of Mathematics"
DOI: 10.1007/s00009-018-1253-2
Abstract: The paper is devoted to the existence, uniqueness and asymptotic behaviors of mild solution to neutral impulsive stochastic integro-differential equations driven by fractional Brownian motion with $$H\in (\frac{1}{2},1)$$H∈(12,1) by the theory of resolvent operator and… read more here.
Keywords: integro differential; fractional brownian; driven fractional; equations driven ... See more keywords
Generalized Choquard Equations Driven by Nonhomogeneous Operators
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DOI: 10.1007/s00009-018-1287-5
Abstract: In this work we prove the existence of solutions for a class of generalized Choquard equations involving the $$\Delta _\Phi $$ΔΦ-Laplacian operator. Our arguments are essentially based on variational methods. One of the main difficulties… read more here.
Keywords: equations driven; choquard equations; nonhomogeneous operators; driven nonhomogeneous ... See more keywords
Setvalued Dynamical Systems for Stochastic Evolution Equations Driven by Fractional Noise
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DOI: 10.1007/s10884-019-09811-9
Abstract: We consider Hilbert-valued evolution equations driven by Hölder paths with Hölder index greater than 1/2, which includes the case of fractional noises with Hurst parameters in (1/2,1). The assumptions of the drift term will not… read more here.
Keywords: evolution equations; dynamical systems; dynamical system; setvalued dynamical ... See more keywords
Reflected solutions of backward stochastic differential equations driven by G-Brownian motion
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DOI: 10.1007/s11425-017-9176-0
Abstract: In this paper, we study the reflected solutions of one-dimensional backward stochastic differential equations driven by G-Brownian motion. The reflection keeps the solution above a given stochastic process. In order to derive the uniqueness of… read more here.
Keywords: stochastic differential; backward stochastic; equations driven; differential equations ... See more keywords
On the Boussinesq–Burgers equations driven by dynamic boundary conditions
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DOI: 10.1016/j.jde.2017.10.023
Abstract: Abstract We study the qualitative behavior of the Boussinesq–Burgers equations on a finite interval subject to the Dirichlet type dynamic boundary conditions. Assuming H 1 × H 2 initial data which are compatible with boundary… read more here.
Keywords: burgers equations; boundary conditions; boussinesq burgers; driven dynamic ... See more keywords
3D tamed Navier-Stokes equations driven by multiplicative Lévy noise: Existence, uniqueness and large deviations
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2020.124404
Abstract: In this paper, we show the existence and uniqueness of a strong solution to stochastic 3D tamed Navier-Stokes equations driven by multiplicative Levy noise with periodic boundary conditions. Then we establish the large deviation principles… read more here.
Keywords: existence uniqueness; driven multiplicative; navier stokes; tamed navier ... See more keywords
The p-th moment stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion
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DOI: 10.1080/00036811.2016.1169529
Abstract: In this paper, we consider a class of impulsive stochastic differential equations driven by G-Brownian motion (IGSDEs in short). By means of the G-Lyapunov function method, some criteria on p-th moment stability and p-th moment… read more here.
Keywords: moment; stochastic differential; equations driven; differential equations ... See more keywords
Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion
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DOI: 10.1080/00036811.2017.1350848
Abstract: Abstract In this paper, we give four results of asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion, which have different convergence rates under different assumptions. One of them can be… read more here.
Keywords: asymptotic estimates; solution stochastic; stochastic differential; estimates solution ... See more keywords
Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by G-Brownian motion
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DOI: 10.1080/00207179.2019.1575527
Abstract: ABSTRACT In this paper, we consider a class of impulsive stochastic differential equations driven by G-Brownian motion (IGSDEs, in short). In particular, we study the exponentially and quasi sure exponential stability of the square-mean almost… read more here.
Keywords: stochastic differential; brownian motion; equations driven; differential equations ... See more keywords