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Artículo
ON INITIAL AND TERMINAL VALUE PROBLEMS FOR FRACTIONAL NONCLASSICAL DIFFUSION EQUATIONS
(American Mathematical Society, 2020-06-11)
In this paper, we consider fractional nonclassical diffusion equations under two forms: initial value problem and terminal value problem. For an initial value problem, we study local existence, uniqueness, and continuous ...
Artículo
Stability results for neutral stochastic functional differential equations via fixed point methods
(Taylor and Francis, 2020)
In this paper we prove some results on the mean square asymptotic stability of a class of neutral stochastic differential systems with variable delays by using a contraction mapping principle. Namely, a necessary and ...
Artículo
On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions
(IOS Press, 2021-06-09)
In this paper, we study two terminal value problems (TVPs) for stochastic bi-parabolic equations perturbed by standard Brownian motion and fractional Brownian motion with Hurst parameter h ∈ ( 1/2 , 1) separately. For each ...
Artículo
Strong trajectory statistical solutions and Liouville type equation for dissipative Euler equations
(Elsevier, 2020-01)
The main aim of this letter is to use the strong compact strong trajectory attractor to construct the strong trajectory statistical solutions for two-dimensional dissipative Euler equations. Further, it is established that ...
Artículo
Corrigendum to the paper: A way to model stochastic perturbations in population dynamics models with bounded realizations. Commun Nonlinear Sci Numer Simulat, 77 (2019), 239–257
(Elsevier [Commercial Publisher], 2021-05-01)
In this corrigendum we correct an error in our paper [T. Caraballo, R. Colucci, J. López-de-la-Cruz and A. Rapaport. A way to model stochastic perturbations in population dynamics models with bounded realizations, Commun ...
Artículo
Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
(Taylor and Francis Online, 2021-02-17)
We prove an existence and uniqueness result of mild solution for a system of stochastic semilinear differential equations with fractional Brownian motions and Hurst parameter H < 1/2. Our approach is based on Perov’s fixed ...
Artículo
On initial value and terminal value problems for subdiffusive stochastic Rayleigh-Stokes equation
(AIMS, 2020-06-30)
In this paper, we study two stochastic problems for time-fractional RayleighStokes equation including the initial value problem and the terminal value problem. Here, two problems are perturbed by Wiener process, the ...
Artículo
Bounded random fluctuations on the input flow in chemostat models with wall growth and non-monotonic kinetics
(AIMS Press, 2021-02-04)
This paper investigates a chemostat model with wall growth and Haldane consumption kinetics. In addition, bounded random fluctuations on the input flow, which are modeled by means of the well-known Ornstein-Uhlenbeck ...
Artículo
p-th moment exponential stability of neutral stochastic pantograph differential equations with Markovian switching
(Elsevier, 2021-11-01)
In this paper we focus on the p-th moment exponential stability of neutral stochastic pantograph differential equations with Markovian switching (NSPDEwMS). By means of the Lyapunov method, we develop some sufficient ...
Artículo
Stability with respect to a part of the variables of stochastic di erential equations driven by G-Brownian motion
(Springer, 2020-11-01)
In this paper, we investigate the pth moment exponential stability of stochastic dif- ferential equations driven by G-Brownian motion (G-SDEs) with respect to a part of the variables by means of the G-Lyapunov functions ...