scholarly journals Stochastic functional Kolmogorov equations I: Persistence

Author(s):  
Dang H. Nguyen ◽  
Nhu N. Nguyen ◽  
George Yin
2021 ◽  
Vol 294 ◽  
pp. 1-39
Author(s):  
Dang H. Nguyen ◽  
Nhu N. Nguyen ◽  
George Yin

2018 ◽  
Vol 482 (4) ◽  
pp. 369-374
Author(s):  
V. Bogachev ◽  
◽  
M. Roeckner ◽  
S. Shaposhnikov ◽  
◽  
...  

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
A. Bakka ◽  
S. Hajji ◽  
D. Kiouach

Abstract By means of the Banach fixed point principle, we establish some sufficient conditions ensuring the existence of the global attracting sets of neutral stochastic functional integrodifferential equations with finite delay driven by a fractional Brownian motion (fBm) with Hurst parameter H ∈ ( 1 2 , 1 ) {H\in(\frac{1}{2},1)} in a Hilbert space.


Author(s):  
Mark A. Peletier ◽  
D. R. Michiel Renger

AbstractWe study the convergence of a sequence of evolution equations for measures supported on the nodes of a graph. The evolution equations themselves can be interpreted as the forward Kolmogorov equations of Markov jump processes, or equivalently as the equations for the concentrations in a network of linear reactions. The jump rates or reaction rates are divided in two classes; ‘slow’ rates are constant, and ‘fast’ rates are scaled as $$1/\epsilon $$ 1 / ϵ , and we prove the convergence in the fast-reaction limit $$\epsilon \rightarrow 0$$ ϵ → 0 . We establish a $$\Gamma $$ Γ -convergence result for the rate functional in terms of both the concentration at each node and the flux over each edge (the level-2.5 rate function). The limiting system is again described by a functional, and characterises both fast and slow fluxes in the system. This method of proof has three advantages. First, no condition of detailed balance is required. Secondly, the formulation in terms of concentration and flux leads to a short and simple proof of the $$\Gamma $$ Γ -convergence; the price to pay is a more involved compactness proof. Finally, the method of proof deals with approximate solutions, for which the functional is not zero but small, without any changes.


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