Zobrazeno 1 - 10
of 171
pro vyhledávání: '"Schmalfuss, Björn"'
This paper establishes the averaging method to a coupled system consisting of two stochastic differential equations which has a slow component driven by fractional Brownian motion (FBM) with less regularity $1/3< H \leq 1/2$ and a fast dynamics under
Externí odkaz:
http://arxiv.org/abs/2307.13191
We apply the averaging method to a coupled system consisting of two evolution equations which has a slow component driven by fractional Brownian motion (FBM) with the Hurst parameter $H_1> \frac12$ and a fast component driven by additive FBM with the
Externí odkaz:
http://arxiv.org/abs/2306.02030
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:
http://arxiv.org/abs/2002.10425
Publikováno v:
In Journal of Differential Equations 15 June 2023 358:218-255
This work is devoted to long-time properties of the Arratia flow with drift -- a stochastic flow on $\mathbb{R}$ whose one-point motions are weak solutions to a stochastic differential equation $dX(t)=a(X(t))dt+dw(t)$ that move independently before t
Externí odkaz:
http://arxiv.org/abs/1808.05969
A modified version of the three dimensional Navier-Stokes equations is considered with periodic boundary conditions. A bounded constant delay is introduced into the convective term, that produces a regularizing effect on the solution. In fact, by ass
Externí odkaz:
http://arxiv.org/abs/1707.03156
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 whose nois
Externí odkaz:
http://arxiv.org/abs/1705.01573
This article is devoted to study stochastic lattice dynamical systems driven by a fractional Brownian motion with Hurst parameter $H\in(1/2,1)$. First of all, we investigate the existence and uniqueness of pathwise mild solutions to such systems by t
Externí odkaz:
http://arxiv.org/abs/1609.02543
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 stochastic differe
Externí odkaz:
http://arxiv.org/abs/1604.06213
We consider the stochastic evolution equation $ du=Audt+G(u)d\omega,\quad u(0)=u_0 $ in a separable Hilbert--space $V$. Here $G$ is supposed to be three times Fr\'echet--differentiable and $\omega$ is a trace class fractional Brownian--motion with Hu
Externí odkaz:
http://arxiv.org/abs/1502.05070