Pullback attractors for stochastic Young differential delay equations

From MaRDI portal
Publication:2116460



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.


In this paper, the asymptotic dynamics is studied for stochastic Young differential delay equations under regular assumptions on Lipschitz continuity of the coefficient functions. The 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. The proof is rather technical which employs recently developed methods on semigroups and greedy sequence of stopping time.



Cites work









This page was built for publication: Pullback attractors for stochastic Young differential delay equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2116460)