Random attractors for rough stochastic partial differential equations
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) PDEs with randomness, stochastic partial differential equations (35R60) Attractors and their dimensions, Lyapunov exponents for infinite-dimensional dissipative dynamical systems (37L30) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Rough paths (60L20) Signatures and data streams (60L10)
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Cites work
- scientific article; zbMATH DE number 44587 (Why is no real title available?)
- scientific article; zbMATH DE number 1201579 (Why is no real title available?)
- A course on rough paths. With an introduction to regularity structures
- A priori bounds for rough differential equations with a non-linear damping term
- An energy method for rough partial differential equations
- Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
- Controlling rough paths
- Convex analysis and measurable multifunctions
- Densities for rough differential equations under Hörmander's condition
- Density bounds for solutions to differential equations driven by Gaussian rough paths
- Differential equations driven by Gaussian signals
- Differential equations driven by rough signals
- Embedding Theorems and Quasi-Linear Elliptic Boundary Value Problems for Unbounded Domains
- Ergodicity of the infinite dimensional fractional Brownian motion
- Existence, uniqueness and stability of semi-linear rough partial differential equations
- Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in \((1/2,1)\)
- Global solutions and random dynamical systems for rough evolution equations
- Global solutions for semilinear rough partial differential equations
- Hörmander's theorem for semilinear SPDEs
- Integrability and tail estimates for Gaussian rough differential equations
- Integration with respect to Hölder rough paths of order greater than 1/4: an approach via fractional calculus
- Lipschitz-stability of controlled rough paths and rough differential equations
- Local mild solutions for rough stochastic partial differential equations
- Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters \(H\in (1/3,1/2]\)
- Lévy area of Wiener processes in Banach spaces
- Morse decompositions of uniform random attractors
- Multidimensional stochastic processes as rough paths. Theory and applications.
- Non-autonomous rough semilinear PDEs and the multiplicative sewing lemma
- On probability laws of solutions to differential systems driven by a fractional Brownian motion
- Pathwise solution to rough stochastic lattice dynamical system driven by fractional noise
- Random attractors for dissipative systems with rough noises
- Random attractors for stochastic equations driven by a fractional Brownian motion
- Random attractors for stochastic evolution equations driven by fractional Brownian motion
- Random attractors for the 3d stochastic navier-stokes equation with multiplicative white noise
- Random dynamical systems for stochastic evolution equations driven by multiplicative fractional Brownian noise with Hurst parameters \(H\in(1/3,1/2]\)
- Random dynamical systems, rough paths and rough flows
- Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
- Rough center manifolds
- Rough differential equations with unbounded drift term
- Rough evolution equations
- Rough path analysis via fractional calculus
- Rough path theory to approximate random dynamical systems
- Smooth density for some nilpotent rough differential equations
- Smoothness of densities for path-dependent SDEs under Hörmander's condition
- Smoothness of the density for solutions to Gaussian rough differential equations
- Stochastic analysis, rough path analysis and fractional Brownian motions.
- System Control and Rough Paths
- Uniform attractors for a class of stochastic evolution equations with multiplicative fractional noise
Cited in
(17)- Global random attractors for the stochastic dissipative Zakharov equations
- Random attractors of the stochastic damped forced Ostrovsky equation
- Random attractor for stochastic reversible Schnackenberg equations
- Measure attractors and random attractors for stochastic partial differential equations
- Random attractors for a class of stochastic partial differential equations driven by general additive noise
- Averaging principle for slow-fast systems of PDEs with rough drivers
- Numerical Attractors for Rough Differential Equations
- Delay rough evolution equations
- Existence and regularity of random attractors for stochastic evolution equations driven by rough noise
- Measurably dominated splitting of fields of Banach spaces: beyond the multiplicative ergodic theorem
- Center manifolds for rough partial differential equations
- An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability
- Random attractors for stochastic evolution equations driven by fractional Brownian motion
- Long time behavior of stochastic differential equations driven by linear multiplicative fractional noise
- The upper semi-continuity of random attractors to the stochastic evolution equations driven by rough path with Hurst index \(H \in(\frac{1}{3}, \frac{1}{2}]\)
- Averaging principle for semilinear slow-fast rough partial differential equations
- Weak pullback mean random attractors for stochastic evolution equations and applications
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