Results 61 to 70 of about 134 (133)

Mixing via controllability for randomly forced nonlinear dissipative PDEs [PDF]

open access: yes, 2019
We continue our study of the problem of mixing for a class of PDEs with very degenerate noise. As we established earlier, the uniqueness of stationary measure and its exponential stability in the dual-Lipschitz metric holds under the hypothesis that the ...
Vahagn Nersesyan   +5 more
core   +1 more source

Probability structure preserving and absolute continuity

open access: yes, 2002
. – The concept of probability structure preserving mapping is introduced. The idea is applied to define stochastic integral for fractional Brownian motion (fBm) and to obtain an anticipative Girsanov theorem for fBm.
Hu, Yaozhong, Yaozhong Hu
core  

Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness [PDF]

open access: yes, 2014
In this paper linear stochastic transport and continuity equations with drift in critical Lp spaces are considered. In this situation noise prevents shocks for the transport equation and singularities in the density for the continuity equation, starting ...
Beck, Lisa   +4 more
core  

Measure Attractors For Stochastic Navier-Stokes Equations

open access: yes, 1998
: We show existence of measure attractors for 2-D stochastic Navier-Stokes equations with general multiplicative noise. Keywords: Stochastic Navier--Stokes equations, measure attractors AMS subject classification: Primary: 35Q30, 60H15, 60G60; Secondary:
Marek Capinski, Nigel J. Cutland
core  

Finite Width For A Random Stationary Interface [PDF]

open access: yes, 1997
: We study the asymptotic shape of the solution u(t; x) 2 [0; 1] to a one-dimensional heat equation with a multiplicative white noise term. At time zero the solution is an interface, that is u(0; x) is 0 for all large positive x and u(0; x) is 1 for all
R. Tribe, C. Mueller
core  

Approximate Solvability of Forward-Backward Stochastic Differential Equations

open access: yes, 2007
. The solvability of forward-backward stochastic differential equations (FBSDE, for short) has been studied extensively in recent years. To guarantee the existence and uniqueness of adapted solutions, many different conditions, some are quite restrictive,
Jin Ma, Jiongmin Yong
core  

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