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Mostrando ítems 171-180 de 344
Artículo
Attractors of stochastic lattice dynamical systems with a multiplicative noise and non-Lipschitz nonlinearities
(Elsevier, 2012-04-16)
In this paper we study the asymptotic behavior of solutions of a first-order stochastic lattice dynamical system with a multiplicative noise. We do not assume any Lipschitz condition on the nonlinear term, just a ...
Artículo
Pullback attractors for non-autonomous 2D-Navier-Stokes equations in some unbounded domains
(2006)
In this Note we first introduce the concept of pullback asymptotic compactness. Next, we establish a result ensuring the existence of a pullback attractor for a non-autonomous dynamical system under the general assumptions ...
Artículo
On the relationship between solutions of stochastic and random differential inclusions
(2003)
Some results on the relationship of the solutions of a stochastic di erential inclusion and the corresponding random di erential inclusion obtained after a change of variable are proved. As a consequence, we obtain the ...
Artículo
Pullback attractors for a non-autonomous integro-differential equation with memory in some unbounded domains
(2013)
The main aim of this paper is to analyse the asymptotic behaviour of a non-autonomous integrodifferential parabolic equation of diffusion type with a memory term, expressed by convolution integrals involving infinite ...
Artículo
Stability of delay evolution equations with fading stochastic perturbations
(Taylor & Francis, 2020-12-08)
Stability of nonlinear delay evolution equation with stochastic perturbations is considered. It is shown that if the level of stochastic perturbations fades on the infinity, for instance, if it is given by square integrable ...
Artículo
The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional brownian motion
(2011)
In this paper we investigate the existence, uniqueness and exponential asymptotic behavior of mild solutions to stochastic delay evolution equations perturbed by a fractional Brownian motion BH Q (t): dX(t) = (AX(t) + ...
Artículo
Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion
(2013)
This paper deals with the existence and uniqueness of mild solutions to neutral stochastic delay functional integro-di erential equations perturbed by a fractional Brownian motion BH, with Hurst parameter H 2 ( 1 2; 1). ...
Artículo
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion
(Elsevier, 2022-10-06)
In this work, four problems for stochastic fractional pseudo-parabolic containing bounded and unbounded delays are investigated. The fractional derivative and the stochastic noise we consider here are the Caputo operator ...
Artículo
Global attractors for multivalued random semiflows generated by random differential inclusions with additive noise
(2001)
We introduce the concept of multivalued random dynamical system (MRDS) as a measurable multivalued flow satisfying the cocycle property. We show how this is a suitable framework for the study of the asymptotic behaviour ...
Tesis Doctoral
Caracterización de los atractores en sistemas dinámicos no autónomos
(2014-03-21)
El estudio de los sistemas dinámicos es de gran importancia, ya que están relacionados con fenómenos del mundo real. Los problemas que consideraremos en este trabajo están, ante todo, motivados por la dinámica de las ...