Buscar
Mostrando ítems 1-10 de 13
Artículo
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, we analyze the existence and uniqueness of solutions for these models, as well as the existence ...
Artículo
Asymptotic stability of nonlinear stochastic evolution equations
(2003)
Some results on the pathwise asymptotic stability of solutions to stochastic partial differential equations are proved. Special attention is paid in proving sufficient conditions ensuring almost sure asymptotic stability ...
Artículo
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 for these equations. We prove the existence of a non-trivial stationary solution exponentially ...
Artículo
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 characteristics are proved. In fact, our theory is developed from a variational point of view and ...
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
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 random dynamical systems. The standard assumption of compactness of these systems can be replaced ...
Artículo
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 with infinite delays when the uniqueness of solutions for these equations is not required. Our results ...
Artículo
The exponential behaviour of nonlinear stochastic functional equations of second order in time
(2003)
Sufficient conditions for exponential mean square stability of solutions to delayed stochastic partial differential equations of second order in time are established. As a consequence of these results, some ones on the ...
Artículo
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. We introduce a parameter β as drift in the Langevin equation, that allows to bridge a gap between ...
Artículo
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 convolution integrals involving infinite delays and by a forcing term with bounded delay, is investigated ...