New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion

NH Tuan, T Caraballo, TN Thach - Stochastic Processes and their …, 2023 - Elsevier
In this work, four problems for stochastic fractional pseudo-parabolic containing bounded
and unbounded delays are investigated. The fractional derivative and the stochastic noise …

Ergodicity of the infinite dimensional fractional Brownian motion

MJ Garrido-Atienza, B Schmalfuß - Journal of Dynamics and Differential …, 2011 - Springer
Ergodicity of the Infinite Dimensional Fractional Brownian Motion Page 1 J Dyn Diff Equat (2011)
23:671–681 DOI 10.1007/s10884-011-9222-5 Ergodicity of the Infinite Dimensional Fractional …

[HTML][HTML] Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in (1/2, 1)

LH Duc, MJ Garrido-Atienza, A Neuenkirch… - Journal of Differential …, 2018 - Elsevier
This paper addresses the exponential stability of the trivial solution of some types of
evolution equations driven by Hölder continuous functions with Hölder index greater than …

The Wong–Zakai approximations of invariant manifolds and foliations for stochastic evolution equations

J Shen, J Zhao, K Lu, B Wang - Journal of Differential Equations, 2019 - Elsevier
In this paper, we study the Wong–Zakai approximations given by a stationary process via the
Wiener shift and their associated dynamics of a class of stochastic evolution equations with …

Moment estimate and existence for solutions of stochastic functional differential equations

D Xu, B Li, S Long, L Teng - Nonlinear Analysis: Theory, Methods & …, 2014 - Elsevier
In this paper, we give the existence–uniqueness theorems and the moment estimates of
solutions for a large class of SFDEs. These estimates improve and extend some related …

[HTML][HTML] Random periodic processes, periodic measures and ergodicity

C Feng, H Zhao - Journal of Differential Equations, 2020 - Elsevier
Ergodicity of random dynamical systems with a periodic measure is obtained on a Polish
space. In the Markovian case, the idea of Poincaré sections is introduced. It is proved that if …

Random attractors for stochastic equations driven by a fractional Brownian motion

MJ Garrido-Atienza, B Maslowski… - International Journal of …, 2010 - World Scientific
In this paper, the asymptotic behavior of stochastic differential equations driven by a
fractional Brownian motion with Hurst parameter H> 1/2 is studied. In particular, it is shown …

Center manifolds for rough partial differential equations

C Kuehn, A Neamţu - Electronic Journal of Probability, 2023 - projecteuclid.org
We prove a center manifold theorem for rough partial differential equations (rough PDEs).
The class of rough PDEs we consider contains as a key subclass reaction-diffusion …

[HTML][HTML] An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability

MG Varzaneh, S Riedel - Journal of Functional Analysis, 2025 - Elsevier
We study semilinear rough stochastic partial differential equations as introduced in
Gerasimovičs and Hairer (2019)[31]. We provide L p (Ω)-integrable a priori bounds for the …

Global solutions and random dynamical systems for rough evolution equations

R Hesse, A Neamtu - arXiv preprint arXiv:1811.09517, 2018 - arxiv.org
arXiv:1811.09517v2 [math.PR] 5 Apr 2019 Page 1 arXiv:1811.09517v2 [math.PR] 5 Apr 2019
Global solutions and random dynamical systems for rough evolution equations Robert Hesse∗ …