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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
Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
(American Institute of Mathematical Sciences, 2017-09)
This paper is concerned with the existence and continuous dependence of mild solutions to stochastic differential equations with non-instantaneous impulses driven by fractional Brownian motions. Our approach is based on ...
Artículo
A Non-Autonomous Strongly Damped Wave Equation: Existence and Continuity of the Pullback Attractor
(2011)
In this paper we consider the strongly damped wave equation with time dependent terms utt − u − γ(t) ut + β"(t)ut = f(u), in a bounded domain ⊂ Rn, under some restrictions on β"(t), γ(t) and growth restrictions on the ...
Artículo
Practical stability of stochastic delay evolution equations
(Springer, 2015-04-23)
In this paper we investigate the almost sure practical stability for a class of stochastic functional evolution equations. We establish some sufficient conditions based on the construction of appropriate Lyapunov functional. ...
Artículo
Non-autonomous morse-decomposition and Lyapunov functions for gradient-like processes
(2013)
We define (time dependent) Morse-decompositions for non-autonomous evolution processes (non-autonomous dynamical systems) and prove that a non-autonomous gradient-like evolution process possesses a Morsedecomposition on ...
Artículo
Analysis of a stochastic SIR model with fractional Brownian motion
(Taylor & Francis, 2018)
In this article, a stochastic version of a SIR nonautonomous model previously introduced in Kloeden and Kozyakin (2011) is considered. The noise considered is a fractional Brownian motion which satisfies the property of ...
Artículo
Ulam–Hyers stability of Caputo-type fractional fuzzy stochastic differential equations with delay
(Elsevier, 2022-10-19)
We explore a new kind of Caputo-type fractional fuzzy stochastic differential equations (FFSDEs) with delay. We establish the existence result of FFSDEs with delay by monotone iterative technique combined with the method ...
Artículo
Fixed points and exponential stability for stochastic partial integro–differential equations with delays
(Research India Publications, 2014)
In this paper, we study the existence and asymptotic stability in the pth-moment of mild solutions of nonlinear impulsive stochastic partial functional integro-differential equations with delays. We suppose that the linear ...
Artículo
Upper Semicontinuity of Attractors for Small Random Perturbations of Dynamical Systems
(1998)
The relationship between random attractors and global attractors for dynamical systems is studied. If a partial differential equation is perturbed by an ²¡small random term and certain hypotheses are satisfied, the upper ...
Artículo
Asymptotic Exponential Stability of Stochastic Partial Differential Equations with Delay
(1990)
Sufficient conditions for pathwise asymptotic exponential stability of the solution of the stochastic PDE with delay d x t = Ax tdt + B(xp(t)) dwt are given. The assumptions on the operators A and B are essentially the ...