Random attractors for a class of stochastic partial differential equations driven by general additive noise

By Benjamin Gess, Wei David Liu, M. Roeckner. 2010

143 citations recorded by the source corpus.

Abstract The existence of random attractors for a large class of stochastic partial differential equations (SPDE) driven by general additive noise is established. The main results are applied to various types of SPDE, as e.g. stochastic reaction–diffusion equations, the stochastic p -Laplace equation and stochastic porous media equations. Besides classical Brownian motion, we also include space-time fractional Brownian motion and space-time Levy noise as admissible random perturbations. Moreover, cases where the attractor consists of a single point are also investigated and bounds for the speed of attraction are obtained.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/064e81ab2463d365ab65cfe447293c3e451ff7a9

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In Computational Theory and Mathematics

  1. Tusheng Zhang
  2. Wei Liu
  3. Anhui Gu
  4. Michael Röckner
  5. Shijie Shang
  6. Andrew L. Krause
  7. Yangrong Li
  8. Bixiang Wang

In Control and Systems Engineering

  1. Anhui Gu
  2. Wei Liu
  3. Andrew L. Krause
  4. Yangrong Li
  5. Bixiang Wang
  6. Jia Li
  7. Tusheng Zhang
  8. Shijie Shang

In Finance

  1. Tusheng Zhang
  2. Wei Liu
  3. Michael Röckner
  4. Shijie Shang
  5. Anhui Gu
  6. Bixiang Wang
  7. Yangrong Li
  8. Andrew L. Krause

Citations in the corpus