Zobrazeno 1 - 10
of 79
pro vyhledávání: '"Björn Schmalfuß"'
Publikováno v:
Stochastic Analysis and Applications. 40:1067-1103
We consider a system of two coupled stochastic lattice equations driven by additive white noise processes, where the strength of the coupling is given by a parameter κ≥0. We show that these equatio...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::721575f56712363e65423a4a093840b6
https://doi.org/10.1080/07362994.2021.1981383
https://doi.org/10.1080/07362994.2021.1981383
Publikováno v:
Stochastics and Dynamics. 22
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::47c593fc8d0d9f1e21e69eee9551424e
https://doi.org/10.1142/s021949372202004x
https://doi.org/10.1142/s021949372202004x
Publikováno v:
Stochastic Processes and their Applications. 130:4910-4926
This work is devoted to long-time properties of the Arratia flow with drift – a stochastic flow on R whose one-point motions are weak solutions to a stochastic differential equation d X ( t ) = a ( X ( t ) ) d t + d w ( t ) that move independently
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https://explore.openaire.eu/search/publication?articleId=doi_________::33d07bc921d7fc9967bc26904dae48fe
https://doi.org/10.1016/j.spa.2020.02.005
https://doi.org/10.1016/j.spa.2020.02.005
This paper is devoted to the smooth and stationary Wong-Zakai approximations for a class of rough differential equations driven by a geometric fractional Brownian rough path $\boldsymbol{\omega}$ with Hurst index $H\in(\frac{1}{3},\frac{1}{2}]$. We f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bf7ffe5878fe8493879521ca69173de2
Autor:
Björn Schmalfuss, Markus Böhm
Publikováno v:
Discrete & Continuous Dynamical Systems - B. 24:3115-3138
We consider a stochastic nonlinear evolution equation where the domain is given by a fractal set. The linear part of the equation is given by a Laplacian defined on the fractal. This equation generates a random dynamical system. The long time behavio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f3817ea9e5630b7f8b70b68456024551
https://doi.org/10.3934/dcdsb.2018303
https://doi.org/10.3934/dcdsb.2018303
Publikováno v:
Nonlinear Differential Equations and Applications NoDEA. 27
In this paper we consider a system of two coupled nonlinear lattice stochastic equations driven by additive white noise processes. We prove the master slave synchronization of the components of the coupled system, namely, for $$t\rightarrow \infty $$
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7af9ece7512dee50fc1f34ddaf6396da
https://doi.org/10.1007/s00030-020-00640-0
https://doi.org/10.1007/s00030-020-00640-0
We consider the rough differential equation $dY=f(Y)d\bm \om$ where $\bm \om=(\omega,\bbomega)$ is a rough path defined by a Brownian motion $\omega$ on $\RR^m$. Under the usual regularity assumption on $f$, namely $f\in C^3_b (\RR^d, \RR^{d\times m}
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f79f58e1e8285123f6fb3ce4df3c68be
http://arxiv.org/abs/2002.10425
http://arxiv.org/abs/2002.10425
Autor:
Björn Schmalfuß, Igor Chueshov
Publikováno v:
Applied Mathematical Sciences ISBN: 9783030470906
Our main goal in this chapter is to extend the previous deterministic results on master–slave synchronization to the case of systems with randomness. We deal with an abstract system of two coupled nonlinear stochastic (infinite-dimensional) equatio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d139cfbd6e00ae39ae75162e4bb0d5a0
https://doi.org/10.1007/978-3-030-47091-3_4
https://doi.org/10.1007/978-3-030-47091-3_4
Autor:
Igor Chueshov, Björn Schmalfuß
Publikováno v:
Applied Mathematical Sciences ISBN: 9783030470906
Applied Mathematical Sciences
Applied Mathematical Sciences
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cf73043a0c4da7de4704178e93877ecb
https://doi.org/10.1007/978-3-030-47091-3
https://doi.org/10.1007/978-3-030-47091-3
Autor:
Björn Schmalfuß, Igor Chueshov
Publikováno v:
Applied Mathematical Sciences ISBN: 9783030470906
In this chapter we deal with master–slave synchronization and apply the ideas from the theory of invariant and inertial manifolds.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ea952482fba1d31fa7ed93064d52339b
https://doi.org/10.1007/978-3-030-47091-3_2
https://doi.org/10.1007/978-3-030-47091-3_2