On the random attractor for stochastic 2D hydrodynamical type equations with additive white noise

IF 1.1 2区经济学 Q3 BUSINESS, FINANCE Finance and Stochastics Pub Date : 2023-04-03 DOI:10.1080/17442508.2022.2084340

N. T. Da, Do Van Loi

引用次数: 0

Abstract

In this paper, we prove the existence of a random attractor, the finiteness of its fractal dimension, the random squeezing property, and the existence of a finite number of determining modes for an abstract stochastic 2D hydrodynamical type equations with additive white noise.

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含加性白噪声的二维水动力型随机方程的随机吸引子

本文证明了一类具有加性白噪声的抽象二维随机水动力型方程的随机吸引子的存在性、分维数的有限性、随机挤压性以及决定模态的有限个数。

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来源期刊

Finance and Stochastics 管理科学-数学跨学科应用

CiteScore

2.90

自引率

5.90%

发文量

审稿时长

>12 weeks

期刊介绍： The purpose of Finance and Stochastics is to provide a high standard publication forum for research - in all areas of finance based on stochastic methods - on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance. Finance and Stochastics encompasses - but is not limited to - the following fields: - theory and analysis of financial markets - continuous time finance - derivatives research - insurance in relation to finance - portfolio selection - credit and market risks - term structure models - statistical and empirical financial studies based on advanced stochastic methods - numerical and stochastic solution techniques for problems in finance - intertemporal economics, uncertainty and information in relation to finance.

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