Browsing by Author "Garrido Atienza, María José"
Now showing items 1-20 of 33
- PhD Thesis
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Article
Asymptotic behaviour of a stochastic semilinear dissipative functional equation without uniqueness of solutions
(2010)In this work we present the existence and uniqueness of pullback and random attractors for stochastic evolution equations ...
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Article
Asymptotic stability of nonlinear stochastic evolution equations
(2003)Some results on the pathwise asymptotic stability of solutions to stochastic partial differential equations are proved. ...
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Article
Attractors for a random evolution equation with infinite memory: Theoretical results
(American Institute of Mathematical Sciences, 2017-07)The long-time behavior of solutions (more precisely, the existence of random pullback attractors) for an integro-differential ...
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Article
Dynamics of some stochastic chemostat models with multiplicative noise
(American Institute of Mathematical Sciences, 2017-08)In this paper we study two stochastic chemostat models, with and without wall growth, driven by a white noise. Specifically, ...
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Final Degree Project
Ecuaciones diferenciales estocásticas con aplicaciones en finanzas
(2018)En este trabajo vamos a ver como se comporta, a diferencia de una integral de Riemann-Stieljes, una integral estocástica. ...
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Article
Existence and uniqueness of solutions for delay stochastic evolution equations
(2002)Some results on the existence and uniqueness of solutions for stochastic evolution equations containing some hereditary ...
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Article
Existence and uniqueness of solutions for delay stochastic evolution equations of second order in time
(World Scientific Publishing, 2003-06)We prove some results on the existence and uniqueness of solutions for a class of evolution equations of second order in ...
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Article
Existence of exponentially attracting stationary solutions for delay evolution equations
(2007)We consider the exponential stability of semilinear stochastic evolution equations with delays when zero is not a solution ...
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Article
Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in (1/2,1)
(Elsevier, 2018-01-15)This paper addresses the exponential stability of the trivial solution of some types of evolution equations driven by ...
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Article
Global attractor for a non-autonomous integro-differential equation in materials with memory
(2010)The long-time behavior of an integro-differential parabolic equation of diffusion type with memory terms, expressed by ...
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Chapter of Book
Lévy-areas of Ornstein-Uhlenbeck processes in Hilbert-spaces
(Springer, 2015)In this paper we investigate the existence and some useful properties of the Lévy areas of Ornstein-Uhlenbeck processes ...
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Article
Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters H ∈ (1/3, 1/2]
(American Institute of Mathematical Sciences, 2015-10)In this article we are concerned with the study of the existence and uniqueness of pathwise mild solutions to evolutions ...
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Article
Modeling and analysis of random and stochastic input flows in the chemostat model
(American Institute of Mathematical Sciences, 2019-08)In this paper we study a new way to model noisy input flows in the chemostat model, based on the Ornstein-Uhlenbeck process. ...
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Article
Navier-Stokes equations with delays on unbounded domains
(Elsevier, 2006)Some results on the existence and uniqueness of solutions to Navier–Stokes equations when the domain is unbounded and the ...
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Article
Non-autonomous and random attractors for delay random semilinear equations without uniqueness
(2008)We first prove the existence and uniqueness of pullback and random attractors for abstract multi-valued non-autonomous and ...
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Article
On 3D Navier-Stokes equations: regularization and uniqueness by delays
(Elsevier, 2018)A modified version of the three dimensional Navier-Stokes equations is considered with periodic boundary conditions. A ...
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Article
On fractional Brownian motions and random dynamical systems
(Sociedad Española de Matemática Aplicada, 2010-06)In this paper we consider a class of nonlinear stochastic partial differential equations (SPDEs) driven by a fractional Brownian motion with the Hurst parameter bigger than 1/2. We show that these SPDEs generate random dynamical systems.
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Article
Pathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficients
(American Institute of Mathematical Sciences, 2014-10)In this paper we study the long-time dynamics of mild solutions to retarded stochastic evolution systems driven by a ...
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Article
Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than 1/2 and random dynamical systems
(American Institute of Mathematical Sciences, 2014-01)This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven ...