Stability of Some Anticipating Semilinear Stochastic Differential Equations of Skorohod Type

IF 1.4 4区数学 Q1 MATHEMATICS

Journal of Dynamics and Differential Equations Pub Date : 2023-10-11 DOI:10.1007/s10884-023-10312-z

Jorge A. León, David Márquez-Carreras, Josep Vives

引用次数: 1

Abstract

Abstract In the present paper, we study different types of stability of the solution of a semi-linear anticipating stochastic differential equation driven by a Brownian motion, with a random variable as initial condition. The involved stochastic integral is the Skorohod one. Being the initial condition random, we need to redefine the stability concepts. The new stability criteria depend on the derivative of the initial condition in the Malliavin calculus sense.

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Skorohod型预测半线性随机微分方程的稳定性

摘要本文研究了以随机变量为初始条件的布朗运动驱动的半线性预测随机微分方程解的不同类型的稳定性。所涉及的随机积分是Skorohod积分。由于初始条件是随机的，我们需要重新定义稳定性的概念。新的稳定性判据依赖于马利文微积分意义上的初始条件的导数。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Dynamics and Differential Equations 数学-数学

CiteScore

3.30

自引率

7.70%

发文量

116

审稿时长

>12 weeks

期刊介绍： Journal of Dynamics and Differential Equations serves as an international forum for the publication of high-quality, peer-reviewed original papers in the field of mathematics, biology, engineering, physics, and other areas of science. The dynamical issues treated in the journal cover all the classical topics, including attractors, bifurcation theory, connection theory, dichotomies, stability theory and transversality, as well as topics in new and emerging areas of the field.