Pullback attractors for stochastic Young differential delay equations

DOI10.1007/S10884-020-09894-9zbMATH Open1498.34221arXiv2005.09823OpenAlexW3084224389WikidataQ115383374 ScholiaQ115383374MaRDI QIDQ2116460FDOQ2116460

Authors: Nguyen Dinh Cong, Luu Hoang Duc, Phan Thanh Hong 

Publication date: 17 March 2022

Published in: Journal of Dynamics and Differential Equations (Search for Journal in Brave)

Abstract: We study the asymptotic dynamics of stochastic Young differential delay equations under the regular assumptions on Lipschitz continuity of the coefficient functions. Our main results show that, if there is a linear part in the drift term which has no delay factor and has eigenvalues of negative real parts, then the generated random dynamical system possesses a random pullback attractor provided that the Lipschitz coefficients of the remaining parts are small.

Full work available at URL: https://arxiv.org/abs/2005.09823

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zbMATH Keywords

exponential stabilityrandom dynamical systemsrandom attractorsYoung integralstochastic differential equations (SDE)

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Asymptotic theory of functional-differential equations (34K25) Stochastic functional-differential equations (34K50) Functional-differential equations in abstract spaces (34K30)

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Cited In (4)

• Hausdorff sub-norm spaces and continuity of random attractors for bi-stochastic g-Navier-Stokes equations with respect to tempered forces
• Numerical Attractors for Rough Differential Equations
• Long time behavior of stochastic differential equations driven by linear multiplicative fractional noise
• Exponential stability of stochastic systems: A pathwise approach

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