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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| Author: | Chengcheng LingORCiDGND, Michael Scheutzow |
|---|---|
| URN: | urn:nbn:de:bvb:384-opus4-1086645 |
| Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/108664 |
| ISSN: | 1083-6489OPAC |
| Parent Title (English): | Electronic Journal of Probability |
| Publisher: | EMIS |
| Type: | Article |
| Language: | English |
| Year of first Publication: | 2024 |
| Publishing Institution: | Universität Augsburg |
| Release Date: | 2023/10/24 |
| Volume: | 29 |
| First Page: | 1 |
| Last Page: | 33 |
| DOI: | https://doi.org/10.1214/24-EJP1118 |
| 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 |
| Licence (German): |  CC-BY 4.0: Creative Commons: Namensnennung (mit Print on Demand) |
