分数奥恩斯坦-乌伦贝克过程驱动的无限制延迟随机微分方程的全局吸引集

IF 0.3 Q4 STATISTICS & PROBABILITY Random Operators and Stochastic Equations Pub Date : 2024-04-24 DOI:10.1515/rose-2024-2004
Yarong Peng, Liping Xu, Zhi Li
{"title":"分数奥恩斯坦-乌伦贝克过程驱动的无限制延迟随机微分方程的全局吸引集","authors":"Yarong Peng, Liping Xu, Zhi Li","doi":"10.1515/rose-2024-2004","DOIUrl":null,"url":null,"abstract":"\n <jats:p>In this paper, we have studied stochastic differential equations with unbounded delay in fractional power spaces perturbed by fractional Ornstein–Uhlenbeck process <jats:inline-formula id=\"j_rose-2024-2004_ineq_9999\">\n <jats:alternatives>\n <m:math xmlns:m=\"http://www.w3.org/1998/Math/MathML\">\n <m:mrow>\n <m:msup>\n <m:mi>Y</m:mi>\n <m:mrow>\n <m:mi>H</m:mi>\n <m:mo>,</m:mo>\n <m:mi>ξ</m:mi>\n </m:mrow>\n </m:msup>\n <m:mo>⁢</m:mo>\n <m:mrow>\n <m:mo stretchy=\"false\">(</m:mo>\n <m:mi>t</m:mi>\n <m:mo stretchy=\"false\">)</m:mo>\n </m:mrow>\n </m:mrow>\n </m:math>\n <jats:inline-graphic xmlns:xlink=\"http://www.w3.org/1999/xlink\" xlink:href=\"graphic/j_rose-2024-2004_eq_0271.png\" />\n <jats:tex-math>{{Y^{H,\\xi}}(t)}</jats:tex-math>\n </jats:alternatives>\n </jats:inline-formula> with <jats:inline-formula id=\"j_rose-2024-2004_ineq_9998\">\n <jats:alternatives>\n <m:math xmlns:m=\"http://www.w3.org/1998/Math/MathML\">\n <m:mrow>\n <m:mi>H</m:mi>\n <m:mo>∈</m:mo>\n <m:mrow>\n <m:mo stretchy=\"false\">(</m:mo>\n <m:mfrac>\n <m:mn>1</m:mn>\n <m:mn>2</m:mn>\n </m:mfrac>\n <m:mo>,</m:mo>\n <m:mn>1</m:mn>\n <m:mo stretchy=\"false\">)</m:mo>\n </m:mrow>\n </m:mrow>\n </m:math>\n <jats:inline-graphic xmlns:xlink=\"http://www.w3.org/1999/xlink\" xlink:href=\"graphic/j_rose-2024-2004_eq_0135.png\" />\n <jats:tex-math>{H\\in(\\frac{1}{2},1)}</jats:tex-math>\n </jats:alternatives>\n </jats:inline-formula>. Subsequently, the existence and uniqueness of mild solution of the considered equation have been proved with fixed-point theorem. Finally, we obtain the global attracting set of the considered equations by some stochastic analysis and inequality technique.</jats:p>","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":null,"pages":null},"PeriodicalIF":0.3000,"publicationDate":"2024-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Global attracting set of stochastic differential equations with unbounded delay driven by fractional Ornstein–Uhlenbeck process\",\"authors\":\"Yarong Peng, Liping Xu, Zhi Li\",\"doi\":\"10.1515/rose-2024-2004\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\\n <jats:p>In this paper, we have studied stochastic differential equations with unbounded delay in fractional power spaces perturbed by fractional Ornstein–Uhlenbeck process <jats:inline-formula id=\\\"j_rose-2024-2004_ineq_9999\\\">\\n <jats:alternatives>\\n <m:math xmlns:m=\\\"http://www.w3.org/1998/Math/MathML\\\">\\n <m:mrow>\\n <m:msup>\\n <m:mi>Y</m:mi>\\n <m:mrow>\\n <m:mi>H</m:mi>\\n <m:mo>,</m:mo>\\n <m:mi>ξ</m:mi>\\n </m:mrow>\\n </m:msup>\\n <m:mo>⁢</m:mo>\\n <m:mrow>\\n <m:mo stretchy=\\\"false\\\">(</m:mo>\\n <m:mi>t</m:mi>\\n <m:mo stretchy=\\\"false\\\">)</m:mo>\\n </m:mrow>\\n </m:mrow>\\n </m:math>\\n <jats:inline-graphic xmlns:xlink=\\\"http://www.w3.org/1999/xlink\\\" xlink:href=\\\"graphic/j_rose-2024-2004_eq_0271.png\\\" />\\n <jats:tex-math>{{Y^{H,\\\\xi}}(t)}</jats:tex-math>\\n </jats:alternatives>\\n </jats:inline-formula> with <jats:inline-formula id=\\\"j_rose-2024-2004_ineq_9998\\\">\\n <jats:alternatives>\\n <m:math xmlns:m=\\\"http://www.w3.org/1998/Math/MathML\\\">\\n <m:mrow>\\n <m:mi>H</m:mi>\\n <m:mo>∈</m:mo>\\n <m:mrow>\\n <m:mo stretchy=\\\"false\\\">(</m:mo>\\n <m:mfrac>\\n <m:mn>1</m:mn>\\n <m:mn>2</m:mn>\\n </m:mfrac>\\n <m:mo>,</m:mo>\\n <m:mn>1</m:mn>\\n <m:mo stretchy=\\\"false\\\">)</m:mo>\\n </m:mrow>\\n </m:mrow>\\n </m:math>\\n <jats:inline-graphic xmlns:xlink=\\\"http://www.w3.org/1999/xlink\\\" xlink:href=\\\"graphic/j_rose-2024-2004_eq_0135.png\\\" />\\n <jats:tex-math>{H\\\\in(\\\\frac{1}{2},1)}</jats:tex-math>\\n </jats:alternatives>\\n </jats:inline-formula>. Subsequently, the existence and uniqueness of mild solution of the considered equation have been proved with fixed-point theorem. Finally, we obtain the global attracting set of the considered equations by some stochastic analysis and inequality technique.</jats:p>\",\"PeriodicalId\":43421,\"journal\":{\"name\":\"Random Operators and Stochastic Equations\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.3000,\"publicationDate\":\"2024-04-24\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Random Operators and Stochastic Equations\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/rose-2024-2004\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Operators and Stochastic Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/rose-2024-2004","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0

摘要

本文研究了分数幂空间中受分数 Ornstein-Uhlenbeck 过程 Y H , ξ ( t ) {{Y^{H,\xi}}(t)} 扰动的具有无限制延迟的随机微分方程,H∈ ( 1 2 , 1 ) 。 {H\in(\frac{1}{2},1)} 。随后,用定点定理证明了所考虑方程的温和解的存在性和唯一性。最后,我们通过一些随机分析和不等式技术得到了所考虑方程的全局吸引集。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Global attracting set of stochastic differential equations with unbounded delay driven by fractional Ornstein–Uhlenbeck process
In this paper, we have studied stochastic differential equations with unbounded delay in fractional power spaces perturbed by fractional Ornstein–Uhlenbeck process Y H , ξ ( t ) {{Y^{H,\xi}}(t)} with H ( 1 2 , 1 ) {H\in(\frac{1}{2},1)} . Subsequently, the existence and uniqueness of mild solution of the considered equation have been proved with fixed-point theorem. Finally, we obtain the global attracting set of the considered equations by some stochastic analysis and inequality technique.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Random Operators and Stochastic Equations
Random Operators and Stochastic Equations STATISTICS & PROBABILITY-
CiteScore
0.60
自引率
25.00%
发文量
24
期刊最新文献
Existence results for boundary value problems of Hadamard fractional differential equations on unbounded domain Global attracting set of stochastic differential equations with unbounded delay driven by fractional Ornstein–Uhlenbeck process Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions The operators of stochastic calculus Differentiability of G-neutral stochastic differential equations with respect to parameter
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1