Random attractors for rough stochastic partial differential equations
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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) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Signatures and data streams (60L10) Rough paths (60L20)
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Cites work
- 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
- scientific article; zbMATH DE number 44587 (Why is no real title available?)
- scientific article; zbMATH DE number 1201579 (Why is no real title available?)
- 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
(19)- Random attractors for stochastic evolution equations driven by fractional Brownian motion
- Global random attractors for the stochastic dissipative Zakharov equations
- Measure attractors and random attractors for stochastic partial differential equations
- Random attractor for stochastic reversible Schnackenberg equations
- Random attractors of the stochastic damped forced Ostrovsky equation
- Weak pullback mean random attractors for stochastic evolution equations and applications
- Random attractors for a class of stochastic partial differential equations driven by general additive noise
- Numerical Attractors for Rough Differential Equations
- Center manifolds for rough partial differential equations
- Long time behavior of stochastic differential equations driven by linear multiplicative fractional noise
- An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability
- Measurably dominated splitting of fields of Banach spaces: beyond the multiplicative ergodic theorem
- Delay rough evolution equations
- Existence and regularity of random attractors for stochastic evolution equations driven by rough 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
- Averaging principle for slow-fast systems of PDEs with rough drivers
- Pathwise mild solutions for superlinear stochastic evolution equations and their attractors
- Limiting behavior of regular random attractors for time-delayed Brinkman-Forchheimer equations driven by Wong-Zakai approximations
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