Expansion and attraction of RDS: long time behavior of the solution to singular SDE

  • We provide a framework for studying the expansion rate of the image of a bounded set under a flow in Euclidean space and apply it to stochastic differential equations (SDEs for short) with singular coefficients. If the singular drift of the SDE can be split into two terms, one of which is singular and the radial component of the other term has a radial component of sufficient strength in the direction of the origin, then the random dynamical system generated by the SDE admits a pullback attractor.

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Metadaten
Author:Chengcheng LingGND, Michael Scheutzow
Frontdoor URLhttps://opus.bibliothek.uni-augsburg.de/opus4/108664
Parent Title (English):arXiv
Type:Preprint
Language:English
Year of first Publication:2022
Publishing Institution:Universität Augsburg
Release Date:2023/10/24
Issue:arXiv:2211.14202
DOI:https://doi.org/10.48550/arXiv.2211.14202
Institutes:Mathematisch-Naturwissenschaftlich-Technische Fakultät
Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik
Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik / Lehrstuhl für Nichtlineare Analysis
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Latest Publications (not yet published in print):Aktuelle Publikationen (noch nicht gedruckt erschienen)
Licence (German):CC-BY-SA 4.0: Creative Commons: Namensnennung - Weitergabe unter gleichen Bedingungen (mit Print on Demand)