Pathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficients
From MaRDI portal
(Redirected from Publication:476460)
Abstract: In this paper we study the longtime dynamics of mild solutions to retarded stochastic evolution systems driven by a Hilbert-valued Brownian motion. As a preparation for this purpose we have to show the existence and uniqueness of a cocycle solution of such an equation. We do not assume that the noise is given in additive form or that it is a very simple multiplicative noise. However, we need some smoothing property for the coefficient in front of the noise. The main idea of this paper consists of expressing the stochastic integral in terms of non-stochastic integrals and the noisy path by using an integration by parts. This latter term causes that in a first moment only a local mild solution can be obtained, since in order to apply the Banach fixed point theorem it is crucial to have the H"older norm of the noisy path to be sufficiently small. Later, by using appropriate stopping times, we shall derive the existence and uniqueness of a global mild solution. Furthermore, the asymptotic behavior is investigated by using the {it Random Dynamical Systems theory}. In particular, we shall show that the global mild solution generates a random dynamical system that, under an appropriate smallness condition for the time lag, have associated a random attractor.
Recommendations
- Existence-uniqueness and exponential estimate of pathwise solutions of retarded stochastic evolution systems with time smooth diffusion coefficients
- Random attractors for stochastic retarded lattice dynamical systems
- Random attractors for stochastic retarded reaction-diffusion equations on unbounded domains
- Random attractors via pathwise mild solutions for stochastic parabolic evolution equations
- Random attractors for stochastic retarded reaction-diffusion equations
Cites work
- scientific article; zbMATH DE number 3936125 (Why is no real title available?)
- scientific article; zbMATH DE number 44587 (Why is no real title available?)
- scientific article; zbMATH DE number 50111 (Why is no real title available?)
- scientific article; zbMATH DE number 1201579 (Why is no real title available?)
- scientific article; zbMATH DE number 1569332 (Why is no real title available?)
- scientific article; zbMATH DE number 3198203 (Why is no real title available?)
- Asymptotic behaviour of a stochastic semilinear dissipative functional equation without uniqueness of solutions
- Delay differential equations: with applications in population dynamics
- Dynamics of evolutionary equations
- EXISTENCE AND UNIQUENESS OF SOLUTIONS FOR DELAY STOCHASTIC EVOLUTION EQUATIONS
- Existence and Uniqueness of Solutions for Delay Stochastic Evolution Equations of Second Order in Time
- Existence of exponentially attracting stationary solutions for delay evolution equations
- Existence, uniqueness, and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces
- Exponentially stable stationary solutions for stochastic evolution equations and their perturba\-tion
- Invariant manifolds for stochastic partial differential equations.
- Invariant manifolds, global attractors, almost automorphic and almost periodic solutions of non-autonomous differential equations
- Local Solutions for Stochastic Navier Stokes Equations
- Mathematical biology. Vol. 2: Spatial models and biomedical applications.
- Monotone random systems theory and applications
- More Generalised Discrete Gronwall Inequalities
- Non-autonomous and random attractors for delay random semilinear equations without uniqueness
- Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than \(1/2\) and random dynamical systems
- Pullback attractors for stochastic heat equations in materials with memory
- Random attractors for the 3d stochastic navier-stokes equation with multiplicative white noise
- Smooth stable and unstable manifolds for stochastic evolutionary equations
- Stationary Conjugation of Flows for Parabolic SPDEs with Multiplicative Noise and Some Applications
- Stochastic Equations in Infinite Dimensions
- Stochastic functional partial differential equations: Existence, uniqueness and asymptotic decay property
- Stochastic partial differential equations with delays
- The conjugacy of stochastic and random differential equations and the existence of global attractors
- The stable manifold theorem for non-linear stochastic systems with memory. I: Existence of the semiflow.
Cited in
(8)- Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
- Random attractors of a stochastic Hopfield neural network model with delays
- Invariant measure and random attractors for stochastic differential equations with delay
- A dynamical theory for singular stochastic delay differential equations. I: Linear equations and a multiplicative ergodic theorem on fields of Banach spaces
- Random Attractors for Delay Parabolic Equations with Additive Noise and Deterministic Nonautonomous Forcing
- Random attractors via pathwise mild solutions for stochastic parabolic evolution equations
- Random attractors for a stochastic age-structured population model
- Existence-uniqueness and exponential estimate of pathwise solutions of retarded stochastic evolution systems with time smooth diffusion coefficients
This page was built for publication: Pathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficients
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q476460)
