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Stochastics and Dynamics最新文献

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The probability of events for stochastic parabolic equations 随机抛物型方程的事件概率
IF 1.1 4区 数学 Q3 Mathematics Pub Date : 2022-11-09 DOI: 10.1142/s0219493722400317
G. Lv, Jinlong Wei
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引用次数: 0
Forward backward stochastic differential equations with delayed generators 具有延迟发生器的前向-后向随机微分方程
IF 1.1 4区 数学 Q3 Mathematics Pub Date : 2022-11-09 DOI: 10.1142/s0219493723500120
A. Aman, Harouna Coulibaly, J. Dordevic
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引用次数: 0
Deviation principles of a stochastic leray-α system with fractional dissipation 具有分数阶耗散的随机雷-α系统的偏差原理
IF 1.1 4区 数学 Q3 Mathematics Pub Date : 2022-10-28 DOI: 10.1142/s0219493722400275
Yueyang Wang, Guanggan Chen, Min Yang
This work is concerned with a stochastic Leray-[Formula: see text] system with fractional dissipation driven by multiplicative noise. It establishes the central limit theorem of the stochastic system. Moreover, building a new auxiliary system and using the classical weak convergence approach, it derives the moderate deviation principle of the stochastic system.
本文研究由乘性噪声驱动的分数阶耗散的随机勒雷-[公式:见文本]系统。建立了随机系统的中心极限定理。建立了一种新的辅助系统,利用经典的弱收敛方法,导出了随机系统的适度偏差原理。
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引用次数: 0
Some Perpetual Integral Functionals of the Three-Dimensional Bessel Process 三维贝塞尔过程的一些永久积分泛函
IF 1.1 4区 数学 Q3 Mathematics Pub Date : 2022-10-15 DOI: 10.1142/s0219493723500089
Yukihiro Tsuzuki
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引用次数: 0
Uniqueness and statistical properties of the Gibbs state on general one-dimensional lattices with markovian structure 具有马尔可夫结构的一般一维格上吉布斯态的唯一性和统计性质
IF 1.1 4区 数学 Q3 Mathematics Pub Date : 2022-09-27 DOI: 10.1142/s0219493723500387
V. Vargas
Let $M$ be a compact metric space and $X = M^{mathbb{N}}$, we consider a set of admissible sequences $X_{A, I} subset X$ determined by a continuous admissibility function $A : M times M to mathbb{R}$ and a compact set $I subset mathbb{R}$. Given a Lipschitz continuous potential $varphi : X_{A, I} to mathbb{R}$, we prove uniqueness of the Gibbs state $mu_varphi$ and we show that it is a Gibbs-Bowen measure and satisfies a central limit theorem.
设$M$为紧度量空间$X = M^{mathbb{N}}$,考虑由连续容许函数$A : M times M to mathbb{R}$和紧集$I subset mathbb{R}$确定的容许序列集$X_{A, I} subset X$。给定一个Lipschitz连续势$varphi : X_{A, I} to mathbb{R}$,我们证明了Gibbs态的唯一性$mu_varphi$,并证明了它是Gibbs- bowen测度,满足中心极限定理。
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引用次数: 0
Small perturbations may change the sign of Lyapunov exponents for linear SDEs 小扰动可能会改变线性SDE的李雅普诺夫指数的符号
IF 1.1 4区 数学 Q3 Mathematics Pub Date : 2022-08-13 DOI: 10.1142/s021949372240038x
Xianjin Cheng, Zhenxin Liu, Lixin Zhang
. In this paper, we study the existence of n -dimensional linear stochastic differential equations (SDEs) such that the sign of Lyapunov exponents are changed under an exponentially decaying perturbation. First, we show that the equation with all positive Lyapunov exponents will have n − 1 linearly independent solutions with negative Lyapunov exponents under the perturbation. Meanwhile, we prove that the equation with all negative Lyapunov exponents will also have solutions with positive Lyapunov exponents under another similar perturbation. Finally, we also show that other three kinds of perturbations which appear at different positions of the equation will change the sign of Lyapunov exponents.
在本文中,我们研究了n维线性随机微分方程(SDE)的存在性,使得Lyapunov指数的符号在指数衰减扰动下发生变化。首先,我们证明了具有所有正李雅普诺夫指数的方程在扰动下将具有具有负李雅普ov指数的n−1个线性独立解。同时,我们证明了具有所有负李雅普诺夫指数的方程在另一个类似的扰动下也将具有具有正李雅普ov指数的解。最后,我们还证明了在方程的不同位置出现的其他三种扰动将改变李雅普诺夫指数的符号。
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引用次数: 0
On the Induced Measure-Theoretic Entropy for Random Dynamical Systems 随机动力系统的诱导测度熵
IF 1.1 4区 数学 Q3 Mathematics Pub Date : 2022-08-10 DOI: 10.1142/s0219493722500307
Kexiang Yang, Ercai Chen, Xiaoyao Zhou
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引用次数: 0
Representation of solutions to sticky stochastic differential equations 粘性随机微分方程解的表示
IF 1.1 4区 数学 Q3 Mathematics Pub Date : 2022-07-22 DOI: 10.1142/s0219493723500053
J. Garzón, J. León, S. Torres
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引用次数: 0
Space-time fractional Anderson model driven by Gaussian noise rough in space 空间粗糙高斯噪声驱动的时空分数阶安德森模型
IF 1.1 4区 数学 Q3 Mathematics Pub Date : 2022-06-17 DOI: 10.1142/s021949372350003x
Junfeng Liu, Zhi Wang, Zengwu Wang
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引用次数: 0
Global solution to non self-adjoint stochastic Volterra Equation 非自伴随随机Volterra方程的全局解
IF 1.1 4区 数学 Q3 Mathematics Pub Date : 2022-06-17 DOI: 10.1142/s0219493723500041
M. Kiyanpour, B. Z. Zangeneh, Ruhollah Jahanipur
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引用次数: 0
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Stochastics and Dynamics
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