Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion

DOI10.1081/SAP-200029498zbMATH Open1062.60060OpenAlexW1999185672MaRDI QIDQ3158192FDOQ3158192

Authors: B. Maslowski, Björn Schmalfuss 

Publication date: 20 January 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-200029498

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zbMATH Keywords

fractional Brownian motionrandom dynamical systemstationary solution

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10)

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Cited In (69)

• T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion
• Upper semicontinuity of random attractors for random differential equations with nonlinear diffusion terms. I: Finite-dimensional case
• Pathwise synchronization of global coupled system with linear multiplicative rough noise
• Multi-valued perturbations on stochastic evolution equations driven by fractional Brownian motions
• Finite-time Lyapunov exponents for SPDEs with fractional noise
• Limiting dynamics of stochastic heat equations with memory on thin domains
• Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application
• Random attractors for non-autonomous fractional stochastic Ginzburg-Landau equations on unbounded domains
• Variational solutions and random dynamical systems to SPDEs perturbed by fractional Gaussian noise
• Local \(L^p\)-solution for semilinear heat equation with fractional noise
• Stochastic porous media equation driven by fractional Brownian motion
• Ergodicity of stochastic differential equations driven by fractional Brownian motion
• Well-posedness of the time-space fractional stochastic Navier-Stokes equations driven by fractional Brownian motion
• Retarded neutral stochastic equations driven by multiplicative fractional Brownian motion
• Bifurcation Theory for SPDEs: Finite-time Lyapunov Exponents and Amplitude Equations
• Random attractor for the 3D viscous primitive equations driven by fractional noises
• Local mild solutions for rough stochastic partial differential equations
• Ergodicity of stochastic Rabinovich systems driven by fractional Brownian motion
• Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
• Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in \((1/2,1)\)
• Time-space fractional stochastic Ginzburg-Landau equation driven by fractional Brownian motion
• Setvalued dynamical systems for stochastic evolution equations driven by fractional noise
• Random attractors for stochastic discrete Klein-Gordon-Schrödinger equations driven by fractional Brownian motions
• Random attractors for the stochastic coupled fractional Ginzburg-Landau equation with additive noise
• Random attractors for a class of stochastic partial differential equations driven by general additive noise
• Stochastic modified Boussinesq approximate equation driven by fractional Brownian motion
• Quantifying Model Uncertainties in Complex Systems
• Comments on ``Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions
• Local stability of differential equations driven by Hölder-continuous paths with Hölder index in \((1/3,1/2)\)
• Random attractors of stochastic lattice dynamical systems driven by fractional Brownian motions
• Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than \(1/2\) and random dynamical systems
• Dynamics of non-autonomous fractional stochastic Ginzburg-Landau equations with multiplicative noise
• Discretization of stationary solutions of stochastic systems driven by fractional Brownian motion
• Asymptotical stability of differential equations driven by Hölder continuous paths
• Random attractors for stochastic reaction-diffusion equations driven by a fractional Brownian motion
• Semilinear stochastic equations with bilinear fractional noise
• Well-posedness for Hardy-Hénon parabolic equations with fractional Brownian noise
• Random attractors for stochastic equations driven by a fractional Brownian motion
• Asymptotic behavior of fractional stochastic heat equations in materials with memory
• Stochastic evolution equations driven by a Liouville fractional Brownian motion
• Ergodicity of the infinite dimensional fractional Brownian motion
• Lévy-areas of Ornstein-Uhlenbeck processes in Hilbert-spaces
• Dynamics of stochastic non-Newtonian fluids driven by fractional Brownian motion with Hurst parameter \(H \in (\tfrac 14,\tfrac 12)\)
• Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion
• Random attractors for stochastic discrete long wave-short wave resonance equations driven by fractional Brownian motions
• Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
• Dynamical behavior of non-autonomous fractional stochastic reaction-diffusion equations
• Fractional noise destroys or induces a stochastic bifurcation
• Master-slave synchronization and invariant manifolds for coupled stochastic systems
• Singleton sets random attractor for stochastic FitzHugh-Nagumo lattice equations driven by fractional Brownian motions
• Almost periodicity and periodicity for nonautonomous random dynamical systems
• Stochastic modeling of unresolved scales in complex systems
• Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion
• Asymptotic behaviour of stochastic heat equations in materials with memory on thin domains
• Existence and upper semicontinuity of random attractors for non-autonomous fractional stochastic Ginzburg-Landau equations
• Random Semilinear Evolution Equations in Banach Spaces
• Conformable fractional stochastic differential equations with control function
• Fractal dimension of random attractors for non-autonomous fractional stochastic Ginzburg–Landau equations with multiplicative noise
• Ergodicity of a generalized Jacobi equation and applications
• Asymptotic behavior for non-autonomous fractional stochastic Ginzburg-Landau equations on unbounded domains
• Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion
• Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise
• Unstable invariant manifolds for stochastic PDEs driven by a fractional Brownian motion
• Global solutions and random dynamical systems for rough evolution equations
• On impulsive Hilfer fractional stochastic differential system driven by Rosenblatt process
• Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
• Synchronization of systems with fractional environmental noises on finite lattice
• Modeling fractional stochastic systems as non-random fractional dynamics driven by Brownian motions
• Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\)

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